I am trying to replicate the same horizon (buildings and sky) as in the image below:

As you can see, the player has advanced in a straight line, yet the horizon has still the same size:

This is my attempt using 3D, while it's okay when the player is on the start line:

It's not so great when the player advanced as much as in the image no. 2:

This is an overview of where the horizon buildings and sky are located:

Obviously this won't achieve such effect when one is close to it, so I've tried to scale up the horizon on all axes but the problem is that the buildings are too small depending where you look at them from.

How can one mimic such rendering ?