For a sky texture I use a large UVsphere (and by large I mean HUGE). Make sure you flip the normals so that the faces are pointing *inside* the sphere (in edit mode with all of the verticies selected, hit spacebar>Edit>Normals>Flip) You'll also want to be sure to adjust your .fni fog setting if you see a purpleish fog in your age.
I'm not exactly sure why your texture looked funny when you tested it...can you provide a screenshot?
Best I can do is guess--perhaps you did not separate the objects? if they are supposed to be two separate objects but were both created in edit mode, when you hit the tab button, both will show their verticies? If this is true, try highlighting one of the objects, then hit the P button and separate the objects. One should remain vertices, and one should go to object mode. Then be sure to delete the object material for both of them, and add a new ones.
What it sounds like happened is that in blender you tried to use two different UV maps for two objects that are connected. So even though in blender it says they have two different UVmaps, when you export them it thinks they are the same object and the UVmap for one of them gets applied to both of them, which can produce weird looking results.
But thats just a guess, a screenshot would really help diagnose your issue

As for age lighting, a screenshot would help there also...best answer I can give you for now is to not worry much about age-lighting until you're near the end of your age building.... if you decide to change something in your design plan its easier if you don't have to change lighting as well. Lighting and sound-regions are something that I personally like to hold off until the last phases of agebuilding.
~Kia