tint the sky
try using a totaly semi transparent solid color ( like white set to 50%)
for your skybox texture ( be sure its flagged SKY when you apply it to the skybox)
now set your background colors (bg_color. ) to set a sky color tint ( remeber to adjust sunlight color also to help properly reflect the overall level lighitng color)
Edited: any sky texture you use over the background ( like domes ) you then want transparent or overlay areas in the image to allow the BG_color to com through
some shots I did of just the above thing. forground Im using a model with the same 50% white transparent image as the box model skin. a skybox set with the same 50% white texture flagged with sky applied to the walls and cieling of this holow cube ( floor of cube is the floor textured block you see)

for the sort issue I've found it you just don't combine a semi-transparent and full opaque in the same skin image then things seem to work ok then.