How to create a visible spotlight without fog? I know if we add a volumetric shader, the spot light act like this.
But I don't want to be a foggy atmosphere, just the light should look like the volumetric like the below image.

I am looking for the exact result in the YouTube video - https://youtu.be/6wQynvx9y6g?t=47
You could add a spot light with Max Bounces 1 and shape a cone with the spot light.

Cone material would be just simple volume scatter.

Now there's lot less light escaping to the environment. In the image below there are two light sources. Another one is just sharper and bit more powerful.