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

Lean into the urban hellishness: You can get good pictures just about anywhere. Figure out what story you want to tell and then find the moments that tell it: Frame them in a way that highlights the story.
Alternately: Travel!
Yeah that works often at the streets. But I could not really figure anything out here. I guess I need to work a bit more on how to be creative
Just keep at it, keep shooting, keep editing what you shoot, refining, and learning: You’ll get there!