The tips and notes are wrong then?
Tips and notes
The most literal sense of a preposition is generally the correct word to use in Esperanto. Thus, one rides "in the train," not "on the train."
La birdoj fuĝas super la nuboj, sur la ĉielo.
So the birds fly above the clouds that are on the sky. It has to be in the sky to make sense, unless we are talking about a painting. Ĉu ne?
That is correct, and that is the reason, it should be sur la ĉielo, because en requires that is somehow closed space one can be inside. Sur is a general preposition for being in an open space. Now we can discuss, whether modern people perceive sky as closed or open space, but at Z's time it was definitely open.
Having said that I probably also would say en in a spontaneous situation.
"There is no cloud in the sky" is one of the most awkwardly constructed sentences I have ever read. I doubt many native English speakers would ever come up with this particular formulation.
There isn't a cloud in the sky, There isn't a single cloud in the sky or There aren't any clouds in the sky would all be more appropriate and definitely less awkward.