Hello jlahtinen,
be careful by using giant textures, there are limitations on each device. AGK2 does load an image with the size of: "8192x4096" as a 8192x8192 image.
"Most mobile platforms only support images that are a power of 2 in width and height (8,16,32,64,128 pixels, etc). If you load an image that is not a power of 2 size on a platform that does not support it your image will be increased in size until it matches the next power of 2 size. This does not affect the quality of the image as the extra pixels will be blank and used as padding only, but will increase the amount of memory used to store the image.
If you have lots of non-power of 2 images you could combine them into an atlas texture that is a power of 2 to make best use of memory."
If you use the SetGenerateMipmaps() command, you can disable it before loading the sky image, so the result is getting sharper.
I would recommend you to use muliple alpha layers with smaller textures maybe on a single skydome object. I would even say, that you could calculate dynamic wind noise on a fractal cloud or star movements in memblocks and it would have still a better performance than a single 8192x4096 skydome image loaded into VRAM.