500 in a fog in the thick of things (5)
I believe the answer is:
midst
'the thick of things' is the definition.
(thesaurus)
'500 in a fog' is the wordplay.
'500' becomes 'D' (Roman numeral for 500).
'in' is an insertion indicator.
'a fog' becomes 'mist' (mist is a kind of fog).
'd' put inside 'mist' is 'MIDST'.
'in' is the link.
(Other definitions for midst that I've seen before include "Centre" , "Thick (of things)" , "In the middle of (archaic or literary)" , "Among, amid" , "Central part" .)