Hi Duchenkuke
First of all you need to name ALL your files the same, you should have:
Sunset_06_B.dds -----> your back
Sunset_06_D.dds -----> your down
Sunset_06_F.dds ----> your front
Sunset_06_L.dds -----> your left
Sunset_06_R.dds -----> your right
Sunset_06_U.dds -----> your up
Sunset_06_CLOUDS.dds
secondly the Sunset_06.x needs to be ASCII based all of the above textures need to be named in the X file except the Sunset_06_CLOUDS.dds do not reference that in the X file.
Thirdly the skyspec.txt needs to be called 'skyspec.txt' not the same convention as your texture names.
for moving clouds all that is required is the *_CLOUDS.dds and in the skyspec.txt add these lines:
;SKYSCROLL SPEED OF [OPTIONAL] CLOUDS
SkyScrollX = 10
SkyScrollZ = 5
I have attached a skybox i made a while ago with moving clouds use this as your template
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