This could mean that you're missing the level's skybox, or on rare occurrences, missing textures, but it's more than likely the skyboxes.
If you totally don't have them, the CLA team should give you a response on what to do about the skies seeing as we don't have a download for them all in one package.
However, in order to install the skies correctly, you need to create a "skies" folder in your platinum/data directory, and then drop all the skies' folders in there.
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