Preserving delicate cloud details against sky background

Are you using any kind of selection mask? I would definitely try to obtain a mask. For instance, starting from the red component, which is weaker on the sky, you can find what he red value is on most of the sky (X=51) and make a bell-shaped curve around it to exclude the clouds.

The edges of the clouds correspond to the slopes of the bell and so a partially selected, the effect on the cloud is very progressive.