What shape is the sky?

it depends on what you consider the sky. Is it all the earth's atmosphere, or just the part our vision covers? Also it depends on when you consider the sky ending. Last I checked the troposphere (I think) did not have an excact ending and the distant gravity from the moon (and a little from the sun) affects the concentration of our atmosphere and can bend it outward towards the new gravitational pull, making the atmosphere slightly elliptical.

"Sky" doesn't have a precise definition. Generally, it's just the view away from the Earth, so it doesn't really have a shape. You could say it was the atmosphere, but that doesn't really cover it. For example, we say stars are "in the sky."

The intersection of the universe and not-Earth.