The clouds are overexposed in the areas where they are magenta (photomatix) or grayish-greenish (DPP). You need to use a higher shutter speed to capture the brightest highlights without clipping (you need to underexpose more).
As you have discovered, Canon just will not budge on making AEB more useful on all of their cameras, limiting the AEB to 3 images, with a maximum range of -2EV to +2EV.
If you require a greater range, it is easier to set your camera to M (manual mode), fix the aperture, ISO and WB and change shutter speed manually to get the braketing range your scene requires. It is so bizarre that Canon do not make their AEB more useful, as I cannot imagine it would take much of a change in firmware to do so.
If you shoot with one of the supported cameras, you can use the Magic Lantern firmware for Canon cameras to automate the process and break the shackles of the Canon AEB. However, manually changing the shutter speed is easy enough. To make things more manageable, put your camera on a tripod and gentle spin the shutter speed dial so the camera does not shift on the tripod too much during shutter speed adjustment. My camera is set to 1/3 EV increments, so I just dial in three clicks on the dial to change the shutter speed by 1EV - no need to look at a display, etc.
In your image, let's say you shot at ISO 200, f/8. Let's say your shutter speeds for AEB -2, 0, +2 were something like 1/30, 1/125, 1/500 - in this case, 1/500 was not fast enough to capture the brightest highlights in the clouds, so you would need something like a 1/2000 shot in addition (i.e., +4).
Good luck!
kirk