Got some ideas about that...
There are things that make air curtains for industrial cooling, paint drying, etc, they rely on a very high pressure from a very fine jet to train airflow from ambient air around them. They move a greater volume of air than is first propelled from the jet. They are also fairly directional, and can withstand some lateral air pressure.
If you had a few of these jets parallel but moderately widely spaced, you might be able to train a fog stream into a curtain with them, even against the pressure of a local light breeze. Similarly a fine water spray might form a curtain. You'd need a LOT of pressure, and it might result in audible background hiss, but it might form a tight curtain where gravity alone can't do it.
Please delete this account, I don't belong here.