What you can do is setting a diffuse color at start and no reflection texture.
Then load the sky texture, and when loaded update the material to use this texture:
https://www.babylonjs-playground.com/#UU7RQ#894
You can even get rid of the transition between both materials where one or two frames could be black because the effect is not ready yet by forcing the compilation of the new material and switching materials in the oncomplete event: