Volumetric lighting is what you need for that air-haze, smoky/foggy atmosphere look. With volumetrics that will give you those dark shadows in the haze where the figure "cuts" the light.

You do need a background prop behind the lights and figures though for volumetric to work. See my Tickets Please render for an example where I let that background go dark so it did not show.

If you just want a silhouette that's another thing, sorry I don't watch Bond movies so cannot relate to your example! :)