that is all i do for my skyboxes, i make everything full scale then,
i put the sky_camera right smack dab in the middle of the world then,
i select everything to be scaled down then,
i select the sky_camera with it,
i make sure

is on then,
ctrl+m and set the numbers to:
x: 0.0625 y: 0.0625 z: 0.0625
then it all should scale down and i move it outside the playing area,
add some skybox textures to both areas and it should work.