I had this idea:
You would have to make an skybox model. (custom)
Apply a sky texture on it.
The size have to be like: height - around 8 segs, width - 40x40.
Put it into the center of the grid.
(so it its basically box that keeps the grid in it)
Now make your level...
And when you are ready, then go the 9th floor of the segments.
And start on the second part of the level...
The problem is - it would have to load lots of stuff...
lighting - entities - segments...etc..etc.
And it would probably look weird in the first part of the level.
Since the skybox is very close to the ground.
Cheers,
Cheese Cake.