@okieman Wavelet decomposition is possible in GIMP as well. See: PIXLS.US - Skin Retouching with Wavelet Decompose.
Also try using my Darken sky G’MIC filter. It is based on Deep blue sky effect, though it is not exactly the same. (In that thread, I also provided a GIMP tutorial.) I haven’t had the motivation to update the filter to account for over saturation; however, using blend mode L* with the modified layer on top of the original should do the trick.