That's how it could look... as you can see; I've made a cubemap from the level (with the cubemap script) and then I've changed the sky. => The cubemap isn't realtime (I've only com too), but when you don't see it exactly, and make some experiments, you don't see that (if the cubemap is made properly )
This is a model with a tga skin, in the middle, tha alpha map is white, and around it's more or less black.