Right, this has completely thrown me!
I'm mapping a scene, I put a nice hollow box around, and texture it with tools/skybox. I specify the skybox texture in map properties (sky_day01_091f), and yet the game still renders it as if the skybox isnt there, like one massive leak. I get the following from the console:
material "skybox/sky_day01_091frt" not found
material "skybox/sky_urb01rt" not found
Now I have mapped a lot, but it was a while ago. Am I being an idiot?