I can answer that. There's a couple of shots in front of the capitol where you can clearly tell what's behind is something not real. Colour, light and bookeh are perfect, but you can see the slight featering around the actors. There's another one in Episode 6 when they are camping at night, just at the end. You can tell that one was recorded in a studio, it's also a painting on the back. Again very good colour matching and lighting, but it's kinda visible.
Some of what you may think is overly-clear CGI, especially for skylines and backgrounds, is actually the effect of cold, dry air at high altitude.Nevertheless, the show suffers from a problem I'm noticing more and more: Special effects are so damn good that you don't notice them, and when a small thing is out of place you get into that uncanny valley area where it really jumps. If the show had consistent mediocre CGI you wouldn't notice it, but since the CGI, sets, and overall SFX are absurdly good, any moment were it's not up to that extraordinary bar will become apparent.
For a long time, I lived on the east side of Calgary, and on a clear day, with the mountains being about two hours away from where I stood, the mountains can be seen as clear and sharp as if you were only a few hundred metres away.
I have some pics I took in Canmore, which is the town they used for Jackson Hole, and all they changed was set dressing for that.