I'm not quite sure if this is a bug, but I'm assuming it's not because it just needs to be programmed? Alex's Caves has such amazing fogs and ambientation that it feels that you're playing with shaders even without those. But, for example, in Forlorn Hollows you have this dark ominous fog that won't be rendered by the shaders, leaving the caves "naked". So I suggest to integrate Alex's Caves with this shaders, it's a popular mod and would be amazing to experience the caves with what this shaders can offer!