I have attached a quick mockup of what I do believe you were trying to do. Instead of using a texture for transparency I simply plced my plane and cut out the necessary holes to demonstrate the effect. Where the fog seems to separate is where the plan is but as it is not visible in renders it will still affect the light so if you had a textured plane there which did not affect shadows but showed in renders you should be able to achieve your desired look.
I have the file here still if you'd like to see what has been done. All you would have to do is place a plane with your trasnparent texture over the original plane and then adjust its render settings so that it does not affect shaows, and such.