The depth map will not put a light source in your scene so it's no surprise that the glass came out siloquetted.
I'm still confused about where you are integrating the env_sky node. Is it connected to the glass shader? If it is and since you want to raytrace it will not be used by default by the raytracer.
If i understand what you want to do. You should apply the env_sky node to the incandescentchannel of a lambert shader applied to a large ball that encompasses the world. If you don't want the sky to rendered except for the refractions in the glass then set the primary visibility off in the attribute spread sheet editor.
You can render to uncompressed AVI movie files but only if you are rendering on one computer.. rather than a network renderer. Allthough image sequences truly are the better route. If you have premeire or after effects you can easily convert SGI,tiff or targa sequences from Maya to quicktime or avi movies. There are also some freeware programs that may be useful.