Custom camera matrix clipping planes and skySphere


We use a USceneCaptureComponent2D to capture video frames.
In order to handle off-axis and aspect ratio rendering, we set bUseCustomProjectionMatrix= true,
and we calculate our own CustomProjectionMatrix.
For this calculation we use near and far clipping planes. Since far clippling plane cannot be inifinite (unless it can?), we observed that the SkySphere disappears.
Is there a magic trick to have the SkySphere not disappeared?
How is the infinite far plane handled in the viewport for example?