Create a Level with two or more different settings in MP


at the moment I’m working out a small game concept and I’m looking what is possible and what not. I would like to create a multiplayer game, where it is possible for the players to travel from ground to space and maybe to a moon. The transition does not has to be seamless, so a black screen - teleport - new location would be fine. I searched the forums and also the documentation, but i couldn’t find an answer to my questions:
Is it possible to have two or more Sky-spheres with different texture and lighting setting? Or maybe to load two Worlds in the same game? I looked into level streaming, but in MP it needs a dedicated server, but it would be better if the solution also works with listen server. Or is it possible to change the sky-texture in runtime for each player individually? It has to be possible that the players can be in different zones (i.e. one stays on the ground, one player is in space) and also data has to be exchanges between the different zones.

I hope my question is understandable and someone has got an idea or solution.

Thanks in advance!