Okay, I can render different scenes, and add objects.
I have the frame skip ratio to 0, and create actions to render each scene, but it clears the screen before rendering each scene.
If there were an option to turn autoclear to false on the renderer, that would allow rendering multiple scenes together. Then I'd be able to create a skybox.
also, sprites always render last, so they won't show up behind models with transparency. That's not something that can be fixed.