Did a quick test of a primitive sphere with one of the volumetric materials applied to it:

This uses that black atmosphere and i colored the ambient light black in the Atmosphere Editor 'Light' tab. Volumetric light type is not required, i used Standard, but any will work. This is final render. If you don't want the horizon line, delete the ground plane (in which case the ambient light color will not matter for the ground planeSo, don't know why you have black renders.