Krita | How and Why to use Transparency Masks 

If you right click the layer of the object you want to fade in and out and click add > transparency mask, it should create a new layer, then you just click on the frame you want to start fading something in or out and paint black/white. Clicking on the next frame each to paint more or less of one or the other. Additionally if you want the fading to be consistent. You could just use one keyframe to paint in the "fog" and then as the object approaches that area it will gradually fade as it reaches the point with the most blackness. EDIT: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-T5-p156VMqI.html