Typically we use these two phrases when a person is confused, for example after suffering concussion, or coming out of surgery, or perhaps they have just woken up.
She was in a fog when I met her, I don't think she knew where she was.
After the accident, he seemed to be in a haze for several days.
I woke them at 3am, and they both seemed to be in a fog, but they startled me when they opened the door holding a gun. That really threw me into a haze.