An element meaning “sky” in several names from The Etymologies of the 1930s: N. Elfaron “Sky-hunter” (Ety/SPAR) and N. Elthoron “Eagle of the Sky” (Ety/THOR). It was derived from the root ᴹ√ƷEL “sky” which had an Old Noldorin form: ON. elle (Ety/ƷEL). However, Tolkien said “In Noldorin and Telerin this is confused with EL star”, implying that the word was not used in modern language; an earlier but rejected version of this entry had archaic N. †ell, el “sky” (EtyAC/ƷEL).
Neo-Sindarin: Despite the above statements, ell is probably the best attested option for “sky” in Neo-Sindarin, and I would use it as such, since it is in fact distinct from S. êl “star”, a word that is itself archaic/poetic versus more common S. gil.
A noun in The Etymologies of the 1930s glossed “frost” derived from the root ᴹ√KHEL “freeze”, but Tolkien deleted this short root and its derivatives, keeping only the longer form ᴹ√KHELEK (Ety/KHEL).
Conceptual Development: The Gnomish Lexicon of the 1910s had a number of similar “frost” related words: G. heloth “frost”, G. hîl {“ice-cold, icy” >>} “frost” as well as G. helfileg “frost on panes, etc.” (GL/48-49), all based on the early root ᴱ√HELE “freeze”, the last with the added element G. fileg “fern”.
Neo-Sindarin: Tolkien probably deleted N. hell “frost” because he abandoned the short root ᴹ√KHEL, but short √KHEL did reappear in later writings (PE17/116), so it is tempting to restore hell “frost” as well. However, this conflicts with other attested words like N. hell “naked”, so I think it is better to use a neologism like ᴺS. nich for “frost”; see that entry for discussion.