Please see this screenshot:
The “clouds” in this screenshot have an alpha of 0.001 but are all sorts of screwed. The moon and moonshine behind them is not coming through correctly well, the moon is but the moon shine is actually originating from in FRONT of the moon object. Theres also stars in the scene but its blanking those out completely, additionally, towards the horizon the clouds turn a very ugly grey colour.
Why are these things happening?
Also the texture settings for the sky are on the right, as per the “preview” it should be practically invisible, but isnt.