I know that in Source there are ways to change what distance it happens at, for instance, or to have a certain colour of glow through the windows, but I have no idea about GoldSrc.
For the windows, you can change the MaxViewDistance (or something that sounds like that) in the Map->Properties in Hammer. I usually set it to 16384.
Unfortunately, it is not an optimization to make it smaller. It just shrinks the sky box. The sky box is literally just a big box around your head.
For the fence: You can, and should, be able to see through the sky. Make sure to build something that makes sense. You can't put "sky" for example on the exterior of your house. This is essentially what you have done here.
The reason it looks like it makes no sense is the map is mostly inside the house and the shipping containers are fix for the gameplay. I was trying to make the map compile faster by taking the part behind the fence out. Guess I'll put back the grass with the trees.