yeh DaBro0zar's right about the HDR and ello's sky system. well, 5 would also in part be part of the sky system (having grey on thicker parts, etc, but probably not too hard with ello's). beams of light through the clouds? most likely they'd all be faked with models, particle effects or something. serious sam 1 and 2 do that.

clouds cast real shadows: that is simply a projected shadow system, probably tiled or procedural based on the clouds also being made. doesn't hav to be high-res coz u'd smooth it out anyway.

julz