And now, here are the different steps :
1/ Select the clouds area (S key with 50% tolerance);
2/ Create a new layer (CTRL + Shift + N) and select it;
3/ As primary color, select a blue (code A0CBFF) and as secondary color, keep the white;
4/ Perform a clouds effect (effects menu/render/clouds) with the following parameters : scale at 600 and roughness at 0.50;
5/ Modify brightness and contrast (ajustements menu/brightness and contrast) with the following values : brightness at -75 and contrast at +60.
6/ Create a new layer (CTRL + Shift + N) and select it;
7/ Draw lines to define the flash within the sky (P key);
8/ Perform a feather effect (effects menu/object/feather) with the following parameters : amount at 2, strength at 2 and grow mode;
9/ Repeat this effect (CTRL + F);
10/ Perform a motion blur (effects menu/blurs/motion blur) with the following parameters : angle at 25° and distance at 8.
11/ Perform a shadow effect (menu effects/stylise/drop shadow) with a purple gradian (R: 134, G: 120 and B:193) and the following parameters : offset X at 0, offset Y at 0, Blur Radius at 8;
12/ Merge the layers.
And here is the final result :