I think the new env_model has a bounding box, but I'm not sure because I haven't tried it out yet. It's your best bet to just place CLIP brushes around the model so the player can't walk through it, since bounding boxes are just that, boxes, and they won't cover the whole model well.
You can change the map's skybox by clicking Map->Map properties and typing the name of the skybox from the mod's gfx\env folder you want to use in the environment map (cl_skyname) field. Just make sure you get the name right; you don't include the file's extension, or the last two letters that indicate what side of the skybox it is. If one side of the skybox you want to use is called backalleyft.tga, you type backalley for the sky name.
Make sure that if you release a map with a custom skybox, you include it with the map distribution so users will have it when they get the map.