...This is especially true since I usually give fog exposures N+2 (or more) development. With fog, there's very little contrast, and so I expose at zone IV and develop the bejesus out the film. ...
Though I have really never shot fog as a subject, I would follow Peter's advice. Foggy scenes are very low in contrast and IIRC, might only have a range of tonal separation of a couple stops. So, lowered placement and extended development would seem to be the rule.
If, for example, you placed say a dark tree trunk in fog on zone II (dark gray that has some tone but just a hint of detail), the lighter fog might only fall around zone V (middle gray). So you'd have the shadow but not the correct highlight. Overdevelopment would move the middle values upward considerably compared to the shadows which might only rise slightly in value. So with a two-stop push (N+2 development) you would probably end up with something like zone II 1/2 for the dark tree trunk (dark gray with slightly more shadow detail) while the fog would reproduce around zone VII (light gray with highlight detail). This happens because exposure has its most pronounced influence on shadows while the effects of development are seen mainly in the lighter tones. Hence the old adage "Expose for the shadows & develop for the highlights."
What I've described here is probably akin to what White, Zakia, and Lorenz refer to as "bi-directional contrast control," in
The New Zone System Manual. In this case the procedure couples an underexposure of a couple stops (N-2 exposure for the tree trunks) with overdevelopment of a couple stops (N+2 development for the fog) and visualizes the growth in contrast from the middle zones outward.
The blue filter would probably accentuate the fogginess of the scene but I would think the contrast would be lowered considerably as well, and that is not what I would be chasing in such a scene.
Joe