At night everything is pitch black with strange shapes in the sky, during the day its just the normal sky.

You need to download night sky fix for SWG skies form http://www.2shared.com/file/6922846/3ce2f1b7/sky_night_02.html

Will that make the moons and everything appear?

Yeah.

You can also download the fix from the mod list on my site - http://btb2.free.fr/morrowind.html - since the only other place its hosted will give your computer cancer.

that didn't work, I find that the Textures are to big, I resized the night sky and cloudy texture and they work great now. Was there supposed to be meshes for the other types of skies?