If you switch to Eevee, make sure you activate Volumetric Shadows, otherwise, you won’t see the light passing through it.
Then, in the Layer Properties tab check the Transmittance and Scatter passes, so you can use then separately.
And finally, once you render, just look in the upper right corner of the render window for this dropdown menu, and instead of combined select the volume pass. Save it as an image and then composite it on top of the render in whatever program you’re using (Photoshop, Krita, Gimp, Nuke, etc). Usually setting the layer to screen or add will give you a good result.
There’s a way to do it all inside Blender with the compositor, but the workflow is so convoluted and slow that I always advise against using the compositor. Hope this helps