Thunder Storm approaching.
To get a sky like this, you have to duplicate your photo, convert the new layer to b/w (should be very contrasty, so that the blues of the sky are black and the clouds are white, without losing detail), set it to soft light blending mode and then apply a layer mask, so that it only has effect on the sky. I'd also recommend dialing down the opacity to ~50%, because the effect can get too strong.
Colors are simple cross processing with Nik CFX. Can also be done with an action like urban acid.