Going into more details, the Volumetric Fog Shadows mod is not using the default Volumetric Fog (e_VolumetricFog) that players could enable via CFG.
The first one enables Volumetric Fog Shadows, making the game look better and more realistic, whereas the second introduces blood decals that will spatter on walls and floors. Jindra1403 and dDefinder have released two cool mods for Kingdom Come: Deliverance.