You just need to get used to the Sun direction thing, I think. When you move the slider left the Sun moves left
For cloud alphas, and I'm assuming you have the Deep+Animation license, switch off the Atmosphere's Primary Rays, and render using the Sequence Output button in the Render options with the Alpha channel output option switched on. This will retain GI on the clouds from the atmosphere. Also switch off the terrain if applicable.
If you want to render an EXR, just change the .bmp extension to .exr by retyping in the filename extensions in the Render Sequence options.