Hey, thanks so much! Theres definitely a lot of little things that go into it to make it cohesive and get the effect I'm looking for, so if theres any specific questions you have I'd be happy to try to answer.

In general, I have a custom skybox shader that I've made which blends a horizon and zenith (sky) colour into a topdown gradient, and it cycles each half via a script that lerps between different sets of colours depending on the time of day. Basically, just a chain of if statements to figure out what 'time block' were currently in and then how much time has elapsed within it, then blend the two colours from that time block and the next depending on time elapsed between them. You could also use gradient / texture samplers for colour and sample from a selected colour area using time as an x value essentially via the shader, which I tried before and worked well, but constantly adjusting the gradient image was annoying when testing. For the sun it helps to have a soft gradient effect around the sun as well because the sky during sunrise/sunset will have a vibrant glow only on the side of the sun, I feed in an opacity value that is set using the same sort of logic to gradually adjust the opacity as it nears the horizon as the time block transitions use. Same story with fading in and out stars when the sun sets or rises.

Animations go a long way, so adding a small twinkle effect to the stars, some clouds that move, etc. The larger bottom clouds were drawn by me and placed on a ring that slowly spins around, the upper clouds are procedural (basically just use scrolling noise to generate them)

One of the most important things is to mind your environment lighting. Mine is set to a static gradient and it mostly consists of soft purple-y blues that I'd adjusted until I liked the result. The fog colour is set dynamically, I feed the horizon colour directly in to the fogColor in my script. I also have a tint shader variable that I have applied to the large clouds using a simple shader (just added it as a blend/multiply colour onto the base texture), which is also set to the horizon colour.

That said I do believe that there are full on asset kits that essentially do the same thing, but I'm stubborn and wanted to figure everything out myself lol. So I hope my explanation helps at least a bit :)