Beaches generally look the same, especially when the sun sets over the ocean, so I imagine that when the sun is setting at DI that it would look exactly the same as TT's beach. The only point of reference for DI twilight sky is the cutscene with Kairi talking to Selphie.
It is named twilight town because it is in perpetual twilight. Every single time we see twilight town it is in the same light. From the time Roxas wakes up to the time they spot the mysterious trains to Yen sid's tower. We have no reason to believe it changes or it wouldn't be Twilight Town.
Took the words right out of my mouth. When Roxas wakes up, the sky looks exactly the same as it looks when he's out and about with Hayner, Pence, and Olette.
And I have no idea why there are houses in the background. That could be the shack for all we know? Its very un-clear.
And as for Terras hair. Notice how his hair goes straight down and the shadow's hair goes out. And I don't care how the shadow was positioned, there is no way we could see his hair going down, as its up against his neck/upper back area. So how would we see it jetting out from his head?