Yes, the grey skies do fit with the rather diffuse shadows on the model. The all over blue sky does not, because unless the sun had been obscured by the one small area of cloud in the sky, the shadows would be much stronger.
In other words when the sky suggests the sun is shining, the contrast between light and shade would be much greater. I quite like the effect on the final photo where some bright light is coming through the drawn curtains at an almost horizontal angle, because it suggests late evening in summer, and fortunately the layout is orientated the correct way for this to come from "the west", as it were.