The .hdr request is for one of Carrara's stock HDRI maps; it's just to pop the reflections on the glass orb. It's probably on/in one of your Carrara instal disks. 

Sounds like you've got it. This same trick is also used in outdoor scene renders. While it can be done with Global Illumination, a more render friendly way is to create a blue-light array of Directional Lights to fill in upward facing shadow area surfaces with an sky blue.

Looking forward to seeing what you do with it.