Step 5. - Add fog to reveal sources of light
Make a new layer (Layer->New->Layer or Shift+Ctrl+N) name if "fog" and bring it to front.
Do Filter->Render->Clouds, and again until you find a proper fog configuration. Set transparency to 30-40% or whatever value you feel it fits your scene. Delete areas that cover objects. Again make a new layer (above the "fog") name it light and with Poligonal Lasso Tool make a trapezoidal selection like a beam of light starting from the upper left corner of scene.
Select Gradient Tool (press G), select Reflected Gradient option , set selection feather:30-40px, (Select->Feather) set foreground color to #ffffff, and draw the gradient from upper left to objects, into selection. Name this layer "upper left light" and set it's the transparency as it fits with fog (for me 73%). And finally, duplicate background layer, and with a big soft brush (for me 300px) drop a spot of light behind big orange, and arange it properly. The foreground fog will do the effect.
And here is FINAL result:
Some last word considerations. This technique works only with simple objects. It's obvious that complex objects with lots of faces and complicated geometry can't be treated othervise but with some 3D software shadowing capabilites.