Way back in the good ole days, when I used to use TG Classsic for UT skyboxes and all I wanted was sky and no terrain (which was seldom, but happened) I would simply use the atmosphere I liked on a new scene, and leave the terrain flat. You are not going to get sky below the horizon anyway. I'm not sure what you mean by black sphere though. Are you talking about an ARCH of black across the lower half? Nothing to do about that I'm afraid other than eyedropping the last pixel in the fog and then bucket filling that black.
I am going to assume you need a skybox for a floating world in which you can see fog in the bottom half of the skybox? If so you may have to do some additional detail by hand to coax some life into the fog. I would try rendering my desired sky, then after that set was done, I would make another set of renders with the sky completely covered in clouds and flip those around to cover the bottom half of your skybox textures and do any color tweaking blending by hand.
Wish I could think of a one-click for this but I can't!
