I also purchased terragen 2 exclusivly for making skyboxes. Firstly I was pretty frustrated that there wasn't a built in way to automat the export of sky boxes, especially when creating sky boxes and light probes is a highlighed feature in the marketing.
Anyway, being a coder, I was happy to notice the .tgd format is easily editable xml, so I wrote a quick tool to automated the process for me.
However, then this seems problem appeared with a sky box with a low sun above think clouds. Interestingly it is only the bottom of the box that has seems. No idea why. Then I read that the best way to fix seems is to turn GI off. That didn't really seem acceptable to me. I'm glad I found this thread so I to stop me spending ages messing with settings to try fix the issue.
Anyway, I didn't want to compmarise on GI if I could avoid it so I decided to leave GI on, so I tried a method to smooth out the seems. I doubled my render out resolution for each face and set the field of view to 126.86989 degrees (calculated from arctan(2.0) if you know your trig). Texture coordinats 0.25 to 0.75 then gives the box face. The texture outside that is the border used to smooth the seems. I just render each face of the skycube in opengl one by one adding the border, alpha blending from 1 at the center to 0 the edges. The results look good to me. I havn't noticed any seems or artifacts. Now I just need to render out and save each direction then I have a normal seemless sky cube.
The only problem is, I had to double the resolution in my terragen renders, which I assume it means it will be 4 times slower to render. Lucky I only need fairly low res images. I really don't want to complicate my export pipeline like this, if a fix apears, I will be happy, however my current work around looks like it will work for me.