Hmm... if skygen doesn't work for you, how about Skytracer? You should be able to render a good sky from there, and bake it to a panoramic HRD map for remapping to a sphere and using as a static backdrop...
(in fact, you might want to check out the grassy knoll tutorial here on Simply Lightwave since this discusses the technique).
As for Lightning, then either search for relevant plugins on Flay.com to do this for you, or for a real simple lightning effect, simply light the scene with a really bright area light incredibly briefly. For forked lightning, simply map an image to a plane and dissolve this into the scene when you bring the light flash up...
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