Looks really good. I would say you don't need to follow the clouds exactly, but... yeah. I myself just usually completely wing any of the more twisty-curvy-made to annoy you stuff, and in the end it looks just as good, just a bit different. But you do you, 'tis fine by me.
I'll await next weekend for the completed background, and does this mean your doing #5 as well? If so, the way I do the lights is actually pretty simple. Because you gave me a .fla, I assume you're using flash to make them.
1) Just make a new layer, and use the circle ellipse tool to create an oval in about the same shape as the light.
2) Put a radial gradient in the oval.
3)Then put white with 0% alpha on the outside, and a bright, but muted yellow on the inside with 10-40% alpha (that 10-40 controls how bright it is)
Then just figet around with the alpha, sliders, free transform tool, and gradient tool until you have the light you need. Most of the time, this is more than enough for me. You can adjust the shape of the gradient or even erase part of the oval entirely to make it fit.
Maybe you knew how to do this already, but it's always good to share technique just in case.
And as for why I need vectors, a photoshop would be no different from a screenshot, because they're both bitmap. You can't zoom without it getting pixely, and you can see the pixels shift with any movement of the camera. Here's an example: http://sta.sh/06u0pm9i6wl.
A still background might be okay for a photoshopped BG, but it still might be blurry if you needed to resize it for proper resolution. Vectors just negate all these, and look clean and smooth all the time.