Entity Fade

Imagine a 3D character on a large terrain with mountains. When the 3D character is beeing faraway from the mountain I want the player (who controls the character) not to be able to see the mountain but only when gets closer and closer. I tried with CameraFogMode, EntityAutoFade commands but i didn't manage to get the desired result. (Note: The Sky mesh have to be visible always)
Is there any trick?

entityautofade will affect the whole object, and the camera fog commands will allow partial fading out of all objects including the skybox.

so the only way to keep the skybox visible is to use a custom fog/cloud particle system using sprites or quads. i don't know of one though.

It is possible to disable the fog on a single object.
Try entityfx sky, 8

As bram32 said, you can use EntityFX flag 8 (in addition to any other you may have) to disable fog for your sky mesh. For example:

EntityFX SkyMesh, 1 + 8 ;Full bright + Disable fog

Then, you can make the fog however you want. For fog, it is usually best to try to choose a color which blends into the skybox as well as possible, although sometimes you may want reddish or purplish tints for early morning or late evening effects. To enable fog, try this:

CameraFogMode cam, 1
CameraFogRange cam, 50, 500
CameraFogColor cam, 64, 128, 255

And experiment with the values until you get the effect you want.