It is very very popular in Japan to use English words, that is why you will see Katakana (japanese text for writing foreign words) everywhere you go in Tokyo etc. It is probably for that reason that they said Kuraudo instead of Kumo. Claudio just doesn't sit right with me when thinking of Cloud though. Maybe for a character like...Hope, Palom or Vaan but Cloud? Nah, by thats just me.I think, the Japanese call Cloud "Kuraudo" in pronunciation rather than say the actual Japanese word for Cloud witch is "kumo" because they're really trying to say the Italian boy name; Claudio.
Yeah, Sora is japanese for sky. Also, I agree with Cloud meaning his depressed personality and also maybeSora came from sky apparently.
Lightning is well... lightning.
I think he is literally supposed to be called Cloud because he's always depressed about something which reflects dark rain clouds etc.
his 'clouded' memories when he thinks he was actually 1st class SOLDIER?
So yeah, I think for the 'coolness' factor of it they say Kuraudo instead of Kumo similar to how they say Kamera instead of the word (not sure what it is) for photograph machine (japanese teacher told me they had a word)