Nearly all of the sky features that you want are nothing else than HDR, High Dynamic Range Rendering. 3dgs doesn't have that yet, but it was included in a Beta of Sphere [sadly it isn't available anymore in the final version -.- it looked really good to me] That means, it's possible, just someone has to make it.
And about the shadows, that are just tiled projected textures, moving. Has nothing to do with real shadows