How to move skysphere relative to player?

of course the cylinder is going to appear to have moved, you moved everything beyond it. if you want the cylinder to stay in the same place in relation to the mountain then you need to move that too. honestly the whole idea that your going for doesnt make alot of sense when compared to the real world. a mountain even when far away never stays at the same angle from the person. imagine a mountain as the north pole, now if you begin walking west your longitude is going to be changing, its slight but still. in this case no matter where you go the mountain will still be north though.

what i think you should be doing is working with scale. a huge mountain thats very far away isnt going to look smaller or bigger when the area the player is moving in is smaller than the distance to the mountain. if you take one step toward a building 100 paces away it doesnt look much bigger right.