VRay clouds in Multi exr

So when I render out as multi exr and I have background render element on I only get the alpha where the sky and clouds are and not the sky itself.
So how do you output the sky/clouds as part of the multi exr file?

Many thanks

How are you viewing the image? Maybe alpha is premultiplied? Everything seems in order on my end (check the image). Could you provide the .exr/ scene so we can take a look?

Sorry, my bad alpha was premultiplied. Such a rookie error!