In H2, the skybox is an actual object in the world. This can be observed by glitches where you can project an object into the sky by getting it inside the skybox.
https://www.youtube.com/watch?v=TPaiQ0bBbAw
https://www.youtube.com/watch?v=zsXKV8e9cuI
Current implementation is done by rendering the skybox at the position of the camera first, then rendering everything else after.