Title basically. I tried to underexpose the shadows severely to make it look more the silhouette, but that just made it look even worse. I suppose the only way to get better pics is to find a better location. But I would appreciate if someone can give me advice on any other tricks I could use to make the sky look better and take focus away from the urban hell

Use HDR to get the sky exposed correctly, or at least in a more interesting color cast, while keeping the buildings on the ground from turning even dingier than they already are.