I think you can make a great black and white conversion out of this. Rather than photoshop in a new sky, you might try instead to pull out a lot more detail from the sky you have to make it really quite dramatic. After that, I agree that a applying a gradient filter to lighten the sky would give a better balance.
I've played around a little with a low resolution copy of your photo ... just using Nik Collection, so no great technical challenge ... and come up with something that, for me, has a lot more (B&W) 'pop' than the original and really pulls the bride out from the background.
Tastes differ, of course, and you (or, more importantly, the bride) might not like a monochrome treatment. But I think it really works well.
Comment and (constructive) criticism always welcome.