If you can build your own pcsx2 version and know some good basics of programming you could write your own crc hack fix for hardware mode in GSdx, considering it's like somebody mentioned same engine as GOW which does have crc hackfix that removes wall of fog it shouldn't really be soo hard, especially with dynamic crc hack gsdx feature, but I guess the game isn't popular or nobody who's able to do it have that game, soo you're like pretty much on your own, this will not just fix itself by some option or hidden code;P.
The code for throwing out GOW wall of fog:
Code:
if(fi.FBP == 0x00000 && fi.FPSM == PSM_PSMCT32 && fi.TPSM == PSM_PSMT8 && ((fi.TZTST == 2 && fi.FBMSK == 0x00FFFFFF) || (fi.TZTST == 1 && fi.FBMSK == 0x00FFFFFF) || (fi.TZTST == 3 && fi.FBMSK == 0xFF000000)))
{
skip = 1; // wall of fog
}
If it's really the very same engine it's possible it could work without any changes, but I dunno really, never even heard about this game.
If you're unable to build pcsx2 on your own and write a crc hack for it, then pretty much ignore what I wrote above and take as the answer simple - "nothing else you can try". Through you could leave your game crc(the number starting from 0x after "game CRC" shown in the log after running the game), I could copy the gow hack and build a custom gsdx for testing, if it would turn out working that's cool, but I don't really have the game to mess around it myself and find a proper(bad word for a crc hack I guess) fix, if it would need to be customized(which is highly possible):].