That's Deathstalker by Simon Green.
Blurb from Goodreads:
The Iron Bitch-- her Imperial Majesty Lionstone XIV-- ruled the human Empire with fear. From peasants to masters of the galaxy's most powerful families, all were subject to the queen's unpredictable decrees of "outlawing" and death.
Owen Deathstalker, unwilling head of his clan, sought to avoid the perils of the Empire's warring factions but unexpectedly found a price on his head. He fled to Mistworld, where he began to build an unlikely force to topple the throne-- a broken hero, an outlawed Hadenman, a thief, and a bounty hunter. With their help, the Deathstalker took the first step of a far more dangerous journey to claim the role for which he'd been destined since before his birth...
Mistworld is your foggy planet, of course. I also do recall the labyrinth where Owen and his friends are "enhanced" after going through it. Likewise, I remember at least one side character that had been experimented on by aliens called "Half a Man" or something since only half his body was left, the other half being an energy construct left by the aliens.
I've only read the first novel, but I do know the last three books are a sequel trilogy set "after" Owen's death. I use quotes since the 2nd of that trilogy is Deathstalker Return and the plot is explicitly to bring him back. The Wikipedia page says everything is wrapped up by the last book.
The series even gets it's own TV Tropes page, which probably tells you a lot about it--tons of clichés.