Thanks for joining and posting.
I have rendered several skies utilizing particle systems. All of my renders have utilized either Scanline or Mental Ray. Unfortunately, I don't own Vray or Krakatoa yet--both have been on my radar for years. Unfortunately, until I get them I cannot test this. That being said, I should expect it to use the renderer in global render settings. So are you experiencing a specific error? Maybe there is a specific case needed for Vray. I know that there is a chunk of code in SKywriter for Vray, but it was written in blind a few years ago based on info a Vray user provided. Perhaps it's no longer compatible...