I put exponential height fog and was changing the colors on it to match the scene and right when I got it perfect I hit play to test it out in game and it changed all of the colors on me.
It looks like the camera in your character is applying its own post process settings. Make sure to place a post process volume in your scene and make it unbound. Tune it for the scene to look the way you want, that way the character camera wont override it.