Can't reproduce with OpenImageDenoise, so I'll assume this was specific to the old denoiser.
Depth appears to be fixed in recent versions. Mist is still noisy, but that's inherent to how it's computed - with enough samples and/or denoising, it converges to the expected result.
Since…
Can't reproduce anymore. Based on the stacktrace, this appears to be a duplicate of #77106, which was fixed in 389d5504120fb1a331a13118979a896b7e31ee0f.
The attached file doesn't work in 4.x anymore, but I'm pretty sure that this is just a sampling artifact. In voxels that contain some volume density, Cycles has to perform volume sampling, and…
Could be the same as #69535?
I'm pretty sure that it is, yes - or at least very similar. Both are caused by numerical issues in the spherical quad sampling code.
The numerical issue causing the rings and bands is addressed by #119224.
There's a second issue here as well: The light tree option appears to have a problem with the Z scale of one of the…