Are you still seeing any terrestrial TV RF on your TV's non-AV channels?
What happens if you unplug the Sky+ receiver from the mains? Do you get a signal on Ch5 from your other Sky system on your TV?
Similarly, if you unplug the RF in to the Sky+ receiver, can you see any RF output signal at all from the Sky+ on Ch5 or Ch6? There should be no reason why your basic RF daisy chain shouldn't work, provided that the TV is correctly tuned to the relevant device output channels.
Your cabling set up sounds slightly odd; I would suggest:
Sky+ VCR out to VCR AV2; VCR AV1 to TV AV2 - for Sky+ or DVR in RGB
Sky+ TV out to DVR AV2; DVR AV1 to TV AV1 - for VCR in Composite
RF daisy chain should be (as you say):
Aerial (plus Sky) IN to Sky+
Sky+ RF 1 OUT to VCR RF IN
VCR RF OUT to DVR RF IN
DVR RF OUT to TV RF IN