HDRI skies are not yet fully functional in Opensim. You can upload and apply them for yourself but no one else will be able to see them. Sorta like a local texture. In the meantime, here's a great source for these: https://hdri-skies.com/. Here also: https://polyhaven.com/hdris/skies
Yes, EEP for Windlight... maybe I should ask some of the creators in SL if it's OK to import some of those free PBR EEP's to Open Sim... or maybe I'll make my own...??? hehe