This turned out better than I expected:
The video shows a test for an animated Malachor skybox and surprisingly it actually looks good.
What you see are basically three layers: A skybox that has only terrain. A second skybox that shows the closest clouds including the "ceiling" and rotates around its axis. And a cylinder that has the distant clouds and rotates slower than the close clouds.
And the video also shows my new lightning animation.
The skybox is still not done though. I want to have more cloud contrast (all attempts for that were unsuccessful so far) which should also help with distinguishing the two cloud layers, the terrain color is not quite right and it needs to be lowered a bit as well. And then there are the lightning strikes coming directly from mountains that I need to move somewhere else. Oh and there's a rendering error where part of the terrain is cut off for some reason. Also not quite sure about the animation speed. I might have to make that faster.
I might work on another skybox first though just to get a fresh perspective on Malachor afterwards.