Another tool in Lightroom I use regularly is the graduated filter… again you have many options with this tool, including exposure, contrast, tint, temperature and you can even add colour.
But one thing I found with the graduated filter tool is that if you decrease the exposure, say to make the sky go darker…. and you have trees or mountains in the picture… the tops of the trees or mountains get darkened and lose their detail.
For instance take this image…
I wanted to add a graduated filter to the sky but it made the tops of the trees lose their detail and go slightly darker… which is not what I wanted.
So if you start to lose detail with the graduated filter….. then increase the shadows and that will bring some of the detail back.