but as i told you, here is my result when i apply smoke procedural texture into fog density slot: it is not like your exemple, as you can see caustics disapears. i have just insert smoke procedural texture in fog density slot, change size to 25 and hit render.
It will work if you un-check the “Optimized atmospherics evaluation” option in the V-Ray system rollout. Not quite sure why it does not work with that option on, I have to look into it.