This is a weird one. I'm creating a level and am trying to use a custom skybox image it indicate a large cavern through a window. I did this by creating a 5-sided skybox room, attached to a hole in the player's accessible hallway wall. I'm using a custom skybox texture. As you can see from the attached image, in game the normal textures work until you get to a certain point. In this case, a doorway to a staircase. Once you cross that threshold, the skybox texture replaces the other brush textures. The actual room with the attached window and skybox are on the other side of the closed door. Anyone know what the issue is?

You have to specify the name of your skybox in Map / Map properties
yor skybox should be placed in materials/skybox (create the folder if it doesn't exists)

You made the skybox yoursel or downloaded from gamebanana or similar site? (in this case they need to be modified, bot vtfs and vmts)