The weird effect is called HOM ( hall of mirrors ), it occurs in the absence of an object blocking the outside view of the game area. Custom Skys don't seem to be copied along with the final build of the game, below is a copy of the text document i prepared to resolve this "black sky" matter, it is specifically catered for the horizon sky pack but you can apply it to your custom folder layout.
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If your skycubes do not appear in your built games ( and all what you see is black ), please follow the steps outlined in this document:
In order for FPSC to relocate your new skycubes you need to copy your chosen skybox(es) folder to your exported games skybank\HorizonSkyPack folder, for example:
Lets say I made a game using the "Ice" skybox. I build the game as a standalone EXE:
* First you need to open up your built game's skybank folder, typically "\FPS Creator\MyGames\YOUR BUILT GAME'S NAME\Files\skybank"
* You should see a folder called "HorizonSkyPack" but it will be empty, you need to copy the "Ice" folder from "FPS Creator\Files\skybank\HorizonSkyPack" into the "HorizonSkyPack" folder, within your built games skybank folder.
Then try your built game's EXE file, hopefully now you will see your skycube in the map, if you still see black then you need to follow these additional steps:
Locate your built games "setuplevel.fpi" file, you will find it here:
"FPS Creator\MyGames\YOUR BUILT GAME'S NAME\Files\languagebank\english\gamebank\mygame"
Open up the "setuplevel.fpi" file in notepad, the 4th/5th line down should start with ":state=0:sky=", this needs to refer to the folder name and location of the sky within your built games skybank\HorizonSkyPack folder.
Following the above "Ice" sky example, the 4th/5th line should read as:
":state=0:sky=skybank\HorizonSkyPack\Ice"
Edit this line so it points to the folder name of the sky cube within your built games skybank\HorizonSkyPack folder, Save the setuplevel.fpi, and try again.
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I hope this helps.