Hello!
You can create God Rays not only with fog but with the light propierties too.
In a Directional Light search in it’s propierties “Light Shafts” and activate “Light Shaft bloom”. With this option your light will always generate godrays if you see in the right position.
For more info I leave you the link from an official Unreal tutorial.
The first method is what I told you here:
Now, I couldn’t get the clouds in the Skysphere to cast shadows, but you can always create a cloud from an external object.
I hope this helps you!