After testing volumetrics in cycles I see that z-depth and mist passes ignores volumetrics rendered in cycles, is this something very difficult to implement or will it be added down the way while refining the volumetrics in cycles?
Cycles volumetrics is still in development so don’t expect it soon.
You’re probably right, there are bigger problems to prioritize.
Gotta arm myself with patience!
It’s a nice technique, I’ll remember it for some other time, though this is not what I need in this case 
What do you want to do exactly? Maybe you should render two times the scene. One without volumetrics, one with volumetrics and all object in full black. That’s still not what you want but you’ll have more control in post.
What could be the solution to have depth information of the volumetrics? With deep image for sure, but don’t know if Blender will support it soon.
Thought you might find this tutorial helpful. I know I did.
This is the correct way, where as the previous method I mentioned is a hack we had to use before volumetrics support.
I’m curious to know if this could be a solution for you, or if you require the Blender Internal z-depth and mist method for some effect.