Work zone safety is one of the paramount goals of the safety community. The safety concerns in work zones might be exacerbated under foggy conditions, as an exogenous factor, contributing to high driver behavior variability. In line with the Connected Vehicle (CV) Pilot Deployment Program on Interstate-80 (I-80) in Wyoming, this study investigates the safety benefits of CV Work Zone Warning (WZW) application on driver behavior during foggy weather conditions. A work zone was simulated using VISSIM under four sequential areas, including the advance warning, transition, activity, and termination area. The effect of increased drivers' situational awareness under the impact of WZW was calibrated in VISSIM based on the results of a high-fidelity Driving Simulator experiment. Various Surrogate Measures of Safety (SMoS), including Time-To-Collision (TTC), Modified Deceleration Rate to Avoid Crash (MDRAC), Time Exposed Time-to-collision (TET), and Time-Integrated Time-to-collision (TIT), were employed to quantify the safety performance of CVs under varying CVs Market Penetration Rates (MPRs). According to the results of TTC and MDRAC, it was found that the increase in CV-MPR enhances the safety performance of the work zone area. Findings showed that, under foggy weather conditions, the advance warning area had the highest TIT and TET values. Furthermore, it was revealed that an increase in MPR up to 60% on I-80 would reduce mean speed and standard deviation of speed at each of the work zone areas, leading to more speed harmonization and minimizing crash risk in work zones.