In the 2nd and 3rd images there appears to be no terrain. Either no terrain is loaded, the "Land" checkbox (under the small render preview window) is disabled, or your camera is going *below* the terrain. In the 1st image it appears that there is terrain, but you seem to be below it (or below the water), so the sky "underneath" is rendering instead. Check your script camera altitudes to make sure they are always above the terrain *and* the water.
- Oshyan