Is this blue fog or light made by shader?

(Sorry for my bad english :))

Recently I was working on achieving depth of field effect like hollow knight. I found many approach to it on google.

I thought the only easy way is to blur it on photoshop and maybe teamcherry do it in the same way. Untill I saw this GIF on unity website:

https://unity.com/sites/default/fil...y_parallax.1-min-compressor.gif?itok=4QUhfOej

I found the blue fog or light seems to surround all layer in scene. I notice when the scene rotate in this GIF, all asset in the right or left emerge from blue fog one by one.

I try to use particle system or multiple quads with alpha to recreate this effect, but it dose not work like I thought. Using these will always overlap assets behind it because of Sorting Layer.

Maybe they use shader to do something like enable or disable blue fog and Gaussian Blur ?

So I wonder:

1. Is this blue fog or light made by shader?

2. Are they use shader to implement depth of field?