Skybox brushes don't block/occlude geometry. Skybox stuff always appears behind geometry in the map. This is a limitation you will see again in future and you will need to design around it.
The reason you're seeing this section of map in the distance is because the game is rendering it, because it thinks you can see it. If you compile the map only with fast VIS, then visibility will not be calculated so everything in the map will be rendered. But if you compile with normal VIS and can still see it, then you need to make some adjustments to block 'line of sight' to it.
This guide will explain a bit about how visibility works. There are also some good tutorial videos on visibility optimisation on YouTube.