The effect of the buildings on the local atmosphere appears to be forming Kelvin-Helmholtz waves, as the meteorologist said.
Imagine you run your hand on the surface of a pool, the wake behind it causes an unstable washing effect. It looks like this effect was caused by the
buildings and it may have caused a pressure change which allowed the formation of fog. The conditions would have had to been nearly perfect for fog
development, and it looks like the turbulence of the buildings may have pushed them into the fog building territory. Whether it was a pressure or
temperature difference, I can't say for certain, but this looks similar to the fog formation you might find on the side of a mountain.
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