Maybe have a look at this:
The problem is doing like @DurinzTheThird_2 said is going to be limited to 2048 studs.
The post I linked said they used MeshParts for the starry sky. You could probably make a series of MeshParts that you could weld together to increase the size of the sky, but you could make that local to each player and have it centered on them so they wouldn’t really see the edges of it as it interacts with the terrain.