After a little bit of planning I've managed to successfully fit the panel that will eventually form the sky, and hence the limit of my little world. Another quick trip to the local DIY store and I was in possession of a piece of bendy board of roughly the right size. It was difficult to measure the length of the curving back scene accurately so I over estimated it slightly.
As you can just about see it is attached to the baseboard using three upright posts behind the board and one small block in front (which will be hidden under the scenery). The four posts are screwed and glued to the baseboard but the sky then just slides between the two middle posts with the two edge posts forcing it to curve. This arrangement means that the sky can be easily removed which might be useful but we'll see how it goes when I start to build up the scenery. I included the second photo as this gives you an idea of why the back scene is quite tall (it's 30cm above baseboard level) in that it allows me to get down quite low to the track and still see sky rather than my study, which I'm hoping will make it feel quite immersive once the scenery is in place.