Lose in place covered with endless thin fog (6)
I believe the answer is:
mislay
'lose in place' is the definition.
'mislay' can be an answer for 'lose' ('mislay' can be a synonym of 'lose'). I am unsure of the 'in place' bit.
'covered with endless thin fog' is the wordplay.
'covered' becomes 'lay' (I can't justify this - if you can you should give a lot more credence to this answer).
'with' says to put letters next to each other.
'endless' means to remove the last letter.
'thin fog' becomes 'mist' (I've seen this before).
'mist' with its final letter taken off is 'mis'.
'lay' put after 'mis' is 'MISLAY'.
(Other definitions for mislay that I've seen before include "Lose (something)" , "Lose track of" , "Set in wrong location" , "Be unable to find" , "Put in wrong place, lose temporarily" .)