This is one of those things that can be hard for folks to understand, but the way things work in the atmosphere is that you can have water vapor remain in a "liquid" form with temps well below freezing. It's rather complicated to explain, but in order for the vapor to go from vapor to ice, it needs what is called a ice nuclei. Something that is already a solid to attach to and begin it's ice crystal formation.
It is possible to get vapor to go to an ice crystal directly and that usually always happens at temps around -30 or colder, so it was a little unusual for you to see fog at -20, but not unusual to see fog at temps between 0 and freezing.
What I am wondering is how did you keep your windshield from icing up!? That fog would have froze the instant it hit anything solid, such as your windshield or any part of your vehicle.
-John
