It's not a fog, it was colourless. London isn't naturally foggy anyway, that was all caused by pollution, now the heavy industry has moved out London is now pretty much fog free. Having said that, my flight back to Gatwick from Copenhagen on Friday was delayed by thick fog.
Re the contaminant, could be a lot of things: WW2 munitions, illegal dumping by ships, or pollution from the continent. A few years ago a nasty smell wafted across to Southampton from Northern France, but it didn't have any other ill effects.