In Illustrator, I save a vector clouds with a blue backround. However, once saved as a PDF, the blue sky doesn'y appear. Just the white clouds on a checkerboard backround appear.
I have checked, the layer isn't locked.
Is the blue background on a seperate layer? If the layer name is in Italics you have the the layer option for print unchecked.
By default the print layers option is set to visible and printable. This setting affects PDF output. You can change that to visible layers.
In any case test to see if this is a layer related issue and if items on the layer with the blue backgorund show up transparent.