you can do it with csqc.
make a sky shader that shows nothing but depth. set its sort order to be drawn first.
in your csqc code, clear the scene (this sets defaults), set the view position to the center of your sky room, render the scene. Clear the scene again (resetting the view position), and draw as normal.
Your depth-only sky shader will mask out the sky, so nothing will incorrectly be drawn behind the sky poly, preserving the skyroom, other geometry will be drawn infront (you can get away with a nodraw sky shader for well-designed maps).
You can add entities within the skyroom if you want, the same was as ents are added for the regular view.
Engines won't do this automatically. They have no idea where the center of the skyroom is.