From what I understand of your question, it seems that
- You have a subtracted area as your main gameplay area (duh, but still...)
- You "carved" a window, but that window is "blocked" by infinite solidness
- You want a skybox but haven't made a skybox subtraction (again duh, but bear with me)
Based on that, You could start by doing two things...
- As a first option, you could set the wall that is blocking the window to be a fake backdrop.
- Second option would be to carve a small room (not accesible for players, mind you) that is flush with the window. Then you can set the 5 walls of the room that do not touch the window to fake backdrops.
Both methods would give you the same result in the end, but I would personally go with the second one to avoid any possible artifacting or weirdness in the seams. Not even sure if you would get artifacts but i'm uptight like that hehehehe. Plus, your weapons would bounce on the window with the first method.
Anyhoo, the second step would be to carve a separate, completely isolated subtraction, which will function as your skybox. Set it up with your skybox textures, terrain, and whatever other crazyness you want.
And afterwards just set it up to be a skybox. You do that with a skyzone info if I remember correctly, hmmm bahhh ok I'll make a ut2 file to show you all the BS that I just said.
http://hosted.filefront.com/hieloco. The file is skybox.ut2