Objects not displaying in-game

Hello, I have a problem with P_Mist_Lit_Still in my project. Its displaying correctly in matinee, but when I click play button or capture a video it fades slowly within 5 seconds (more-less). I have no idea what is wrong, I belive its invalid settings related, not hardware or anything like that. Hope You will help to solve my problem asap. Thank You in advance.