Volume render is a lighting effect, so there is no geometry to generate the z-depth value as you would see it (though the clouds). I think you may have to render a different layer or scene, that has a projected light from the camera position. That way the scene will have a receding brightness value away from the camera (like headlights of a car into fog). You could use that render to substitute for z-depth in clouds.
is there a way to get these scripts to work in 2.59.4? i’m using a build from graphicall.org. anyway, i’ve copied them, saved them to text files called import_xyz.py and import_xyz.py. however I don’t have a .blender/scripts/io folder…just blender/scripts. putting the files in there does not get Blender to recognise them. doing a “User Preferences” and Install Add-On doesn’t seem to work either. i know this script is built into the Cloud Generator (at least I think) but I don’t want to use the Cloud Gen. it does too much work for you. i want finer control, but i need to freeze the XYZ values of the particles. any help would be appreciated. thanks!