Cannot get volume shadows to work in 3.6 / Max 2018

[gardocki]

I'm trying to make a simple hazy scene with volumetric shadows. I've got a daylight system with vray sun and vrayEnvironmentFog, but no matter what settings I use I can't get volume shadows to show up. Help?

http://i.imgur.com/dnMUeXV.png
http://i.imgur.com/QFGFuhG.png

[matanov]

Please send me the scene.