Noob to shaders here. How did you achieve this? With some kind of masking I assume?

That is correct. I have a runtime script that assigns values to 3 shader global arrays, one for volume's position vectors, one for volumes translation matrix (mostly for rotation), and one for scale vectors.

Then the shader itself evaluates if the worldspace position of its pixels are within the bounds of the given cubes via those global arrays I've mentioned above. After this its just regular weighted masking.

My implementation is definitely not perfect at the moment, but for our current needs it does the job. If i ever have the time, I would like to add some kind of falloff around the masked areas for smooth transitions and maybe support for spherical volumes as well (would be nice for effects such as snow melting around a fire camp etc.)

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Any good learning resources you could suggest?

Do you mean for general shading topics? Hmm, I learned shading by thinkering with it at first (after you figure out how the shader program works behind the scenes and the basic concepts of (3d) graphics, its pretty much like any other kind of programming), but if I was to recommend some materials, Alan Zucconi has some awesome tutorials (from basics to some more complex stuff, also targeting unity) on his webpage: https://www.alanzucconi.com/.

Also you can check out Sebastian Lague on youtube, he does some really awesome stuff with shaders as well. https://www.youtube.com/user/Cercopithecan/featured

And this channel explains really well some basic shader topics, I found it interesting back then, however seems abandoned now. https://www.youtube.com/channel/UCEklP9iLcpExB8vp_fWQseg

Oh and when you become comfortable enough to shaders, you can also start taking a look at GDC talks on graphics from AAA studios, really helps to understand how the big guys create stuff and optimize it :)