I had a quick play with this when |I first saw the still a few weeks ago. The clouds are difficult I agree but I think the main issue here is the lighting. Its hardly (ahem cough) "real world", the shadow from the big planet is cast from a lightsource that is not the star just going behind it for example.
I would create a short 10 frame animation (very low res) of the sun moving behind the planet to find the EXACT point that it disappears and casts the shadow you want. Say that happens on frame 6. Now set frame 1 and 10 to the values of frame 5 and 7 respectively and render again. Each time your zooming in on a very specific place/time that would be very hard to find simply with visual feedback and trial and error. Set sunlight to soft shadows and your good to go. As Kadri says so much of this is painted you'll probably end up doing it that way anyway.
Good luck, this could be very cool
Richard