Uncheck the Blend box, set Blending to 44, Dilution to 20 and Persistence to 58, should give something close to smudge, the Persistence is what picks the colors and pushes the colors around. To be honest I hate Photoshop's Smudge brush and wouldn't trade SAI's blending for nothing, maybe in the next versions there will be a focus in hard brushes since SAI's already covered of smooth brushes.
You can definitely do those clouds in SAI:
All done on SAI, you just have to have the right texture and brush shape.
For gradients in SAI, if you must then use the square selector, make a small rectangule, use the airbrush to paint the gradient on it then use Scale to enlarge it, granted I wished SAI had a Gradient tool but for those ocasions when you don't want to open a second application it's a workaround.