In theory, under a blue sky, it should look more blue, being reflective metal

Generally stainless steel is more 'silver' than 'grey', so I would suggest maybe brightening the texture on the outside, then upping the tbumpenv material. On the painted areas, drop it back a bit less, since they will have less texture.
I actually have been somewhat building my textures around the 'VicTrainz Sky #1' (I'm pretty sure that's the name anyway). However, I give them a run on a few other routes to test different skies.

The screenie with the DeLorean was done with that sky.
The other area I would suggest using it is on the bogies, and track. Although you don't actually see 'sky', it gives a more dynamic looking reflection, and can be graded from inside to out (since the outer area of the wheels generally has a bit less wear), plus is reflects what would be 'ambient' light better IMO (having objects match the sky colour gives a better feel for ambient light, since the colour of the sky really does have an effect on ambient light IMO).
BTW, a small trick for bringing 'out' flat, painted, areas on vehicles with normals maps (if you use the NVidia plugin) is to apply a minimal amount of 'noise' to your greyscale height map, then run the NVidia plugin to generate the normals. This gives the effect of slightly 'rough' steel', either from weathering or construction. Helps break up big flat areas (e.g. the roof of a steam loco or the side of a 'flat' timber carriage

).
Zec