Good question, could be a conflict with another mod. The map uses sky_day01_08_hdr alongside a brush in the 3D skybox with effect/fogcards/clouds_citadel_01 applied to it. The latter is used to create the illusion of moving clouds. Based on how low the missing texture looks in your screenshot, I am fairly certain that these clouds are causing your issue.
I have not used any custom content (i.e. textures, models) aside from MrFunreal's lights.rad fix, which should only affect map compilation. The level was built and compiled using the stock Hammer Editor (Episode 2 configuration) as shipped within the bin folder of the game.

Hello! I don't have such a folder (effect/fogcards) and such a file (clouds_citadel_01). Maybe the problem lies in this, that in my version of the game there are no such files. Can you add these files? I use the previous version of hl2.

I appear to have made a typo in my reply, the folder is called effects, not effect. Still, this material is a stock Half-Life 2 asset that should be included with the game by default. The map was tested using the 20th Anniversary build of the game with no other mods installed.
I am deeply sorry, but I don't think I can resolve this issue on my end.

Yeah! That's exactly it, you made a map for the latest version of the game. the previous build will be missing textures effects/fogcards/clouds_citadel_01 ,because the "fogcards" folder is only in the new build. Thanks for writing what textures for the sky the map used. I managed to fix everything, I added the missing textures and now everything works fine!

Hey, that's great! I am glad you managed to solve it. I wasn't aware that these textures were new additions to the game, but it does explain why Hammer's texture browser had a tendency to crash on me during development.

Hello! Can you tell me what this texture is? Path and name. Apparently this texture is not in the previous version of the game.
https://ibb.co/ynS06gW5

That should be effects/fog_d1_canals_13. The brush visible in front of it uses effects/fake_fog02. The opposite side of the 3D Skybox has a similar brush textured with nature/forest_fog01.