You can use the alpha tile with a custom sky model.
It works, the only real problem is that all doodads placed below the terrain mesh (yes, even if the terrain mesh is 100% invisible due to the alpha tile) get hidden as soon as they are hit by the fog of war.
Which means doodad nebula or other objects might disappear in the fog of war.
You will certainly need some modeling skills for the skybox, so I suggest reading some tutorials on how to make models and converting them to WC3 mdx files!
What you can do without modeling skills is taking an ordinary WC3 skybox model like the outlands one and turn it by 90 degrees in the wc3 model editor. It doesn't look very much like space though.