I have never made it to a dreams boundary before. My dreams usually tend to be "on rails", where the events take me from one place to another and I either don't think to deviate from the path or if I become lucid and try to, I just forge my own path.

Like in one of my lucids, I was in a shop. I became lucid and climbed up through the ceiling tiles. When I got through there it was just another room, totally random, etc. If there was a boundary you would think it would be right behind the ceiling tiles. I guess dreams don't work that way.

As for fog or anything like that, can't say I have ever seen stuff like that.