Yes, but it's more complicated than just sending the message, as soon as a difference between server cvars and client movevars is detected the server will send another message to correct this.
What I managed to do is allow each player to have a different sky and set it without altering sv_skyname, but it still requires players to reconnect.
At this point I don't know if it's even possible to change the sky without reconnecting, I'll keep testing.