Kinda Feel like I'm going crazy, I've tried everything from coping node setups 1 to 1 to outright downloading files with volumetric fog already set up. Even in the files I downloaded(Which indeed DO have volumetric fog in them) It still doesn't show up. I did check multiple times and volumetric lighting and shadows IS enabled in the render settings.
This is the file I downloaded and here is out it appears when it is rendering properly https://youtu.be/HZYWRso8iAk?t=213
And here is how it looks on my system: