Under the Terrain Types data type you can set a skybox model. Has anyone ever tried to texture swap it? If not I might have to experiment to see if model events can be used for a direct texture swap.
Edit: Nevermind. Just make a custom terrain type and set the Fixed Skybox Actor to a Model type actor. This can be texture swapped as normal and even respond to game events using a global reference. Seems to bug if using a SOp (Rotator) though.