OK. You want to be careful when you use the “Highlights” slider when you’re dealing with “blown out” areas in the sky (even if the histogram doesn’t show them as clipped). If you pull down the highlights too far, LR starts making things up to try to fill in the missing details, and you end up with a muddy mess. Even as good as digital sensors have become, they still struggle a bit with the huge dynamic range and strong colors of one of God’s sunset/sunrise masterpieces. 🙂
The screenshot you just posted looks better and more “natural” in my opinion.
Could I see a screenshot of the original file without any edits? Keep in mind that LR updates the histogram to reflect your edits, so that histogram you just posted isn’t an accurate representation of the original RAW file.