I noticed this as well. Black sky, no planets and the sun is just a faint glare. This was a fresh spawn as well.

EDIT:
So this turned out to be a know issue affecting all mods and not just this one.

This fix works
https://www.reddit.com/r/spaceengineers/comments/jmea26/deep_ores_skybox_ore_issue_on_triton_can_i_copy_a/

I tried about 15 mods that were working (individually) till i tried this mod so i assumed it was onnly this mod. Thanks for the fix :)

Yeah this has come up a few times before, I'm going to link to this issue in the mod description, nice job finding a fix.

It's a problem where basically when implementing the sky for the newly added planets (even for official planets, not just mod ones, it happens on the new desert planet as well, it's just not as obvious because the sky is still blue), unlike the vanilla planets that fallback to their sky-boxes correctly when a mod changes the ore layouts, the DLC planets fail to fallback correctly to their vanilla skyboxes so they are left boxless and default to their preset sky color.

I'm surprised no one has made a "Fix triton skybox" mod. Mental note: Look for such a mod and if it exists, link it, if it doesn't exist, make it.

The mod that provides the planet definition file for Triton must also provide the 4 missing dds files. I think most people wouldn't mind if this mod would suddenly be 64 MB larger.
Here is a mod that does this for example:

Scarce Resources - Triton Black Sky Fix (Temporary) 

A Workshop Item for Space Engineers

By: Darian Stephens

Place ABOVE Scarce Resources in your load order for local worlds, or BELOW on Dedicated Server. Fixes the black sky issue by including the textures, because for some strange reason mods can't access these from the...

Would be nice if Keen fixed this already. Someone made a ticket 2 years ago:
https://support.keenswh.com/spaceengineers/pc/topic/missing-sky-textures
The texture loader for the material and height maps for example uses the installation directory as fallback. Weird that they forgot the fallback here.

I went ahead and added the skybox textures to the root mod so hopefully this shouldn't be an issue anymore.

> Update: Apr 6 @ 1:07am
>
> 2024-04-06 v7.0.12 SE 1.203.630 Anniversary Update
>
> Replace the sky textures back in for Triton and Pertam