Have you tried using something other than horizontal bands for the sky? Arcs, or vague cloud shapes? In my own experience, it's easier to make those organic, non-straight boundaries look nice, as there are no clear linear features for viewers to pick up on.

I think you were onto something with your second try. Might try a condensed dithering between the color bands. Go purple, medium purple, light purple, and pink. Find room for wider solid bands of color to give it more vibrancy.

Your third attempt looks great, but it's because you maintained a consistent style. Either use dithering in the image or not. Mixing it with other pixel art styles will make it look strange.

Good job!