One way is to use area_portals (correct me if I'm wrong, anybody, I mix entities up alot), which can be placed in doorways and tunnels to render and de-render part of the map dynamically. Although I haven't worked with them enough to know how to actually use them.
Another way is to simply make a huge brush wall and give it a tool-skybox texture, though that might introduce some depth perception problems in the sky if viewed from any direction other than that window. Or you can simply make different skybox cubes for each room, lower the "ceiling" or "walls" of the "room" created by the skybox to where the areas envelope individual rooms. Each room will use the same skybox, just different instances of it. Not sure whether that would affect performance or not, never tried it.
Alternatives would be to move the elements just out of view. From the looks of it you must have teleports to different map areas? Shouldn't hurt anything to flood select the rooms and move them just out of view.