Hello Nick,
all the scenes had a different setups and very individual solutions.
The Sky was sometimes a 360 Panorama that was used with Paul Tuersley wonderful Script “Make Panorama”.
Sometimes it was a Multilayer of cloud-structures.
The Icicles where basically multiple Photos layered in Z-space.
Various blending modes and a lot of displacement where used on this one.
what exactly do you want to know?