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Under heaven vs Under the sky

under heaven

1. on earth; in the world:

  • You travel for twenty miles over one of the most unfortunate, desolate countries under heaven.

2. is used to emphasize an interrogative sentence:

  • And why under heaven should one write a history of anything—even a tramp dog!—without a sense of humor!

under the sky

1. (also: under the open sky) in the open air; not inside a house or building:

  • I will sleep under the sky rather than stay in the city for another night.

2. = under heaven 1:

  • Am I deceived, I who have known more liars than any man under the sky?

Note: Neither expression correlates in meaning with the phrase under a cloud—suspected of smth. reprehensible:

  • He leaves the service, possibly under a cloud…. The inference in the club think tank was that the cloud was sexual.