Do you put a gif into a skybox or do you have to create a script? I have tried putting a gif and it did not work for me.
For a moving skybox example: https://www.roblox.com/games/1724641337/BEAST-C-MP-DAY-REMAKE (beware of ear rxpe)
I would make multiple frames like a gif. You could grab all the frames from the gif and then make a while loop to constantly change the sky pic like a gif does w/ frames