There are times (and quite often) when the contrast between the skies and land are so high, you can either capture the right exposure for the skies or for the land but not both in one photo. In this image, using a Gradient ND filter will not help either as the reflection in the river is also very bright.
In this case, it is better to underexpose the land and fix it later. It is more difficult to recover overexposed parts of the image. This is the original image:
First step, adjust the Dark and Darkest sliders to recover the underexposed trees.
And add Clarity, and Vibrance to recover details of the whole image.
The blue color is adjusted in this step. This is a matter of personal taste, I prefer a slightly darker shade of blue.
The last step is to increase the Sharpness and the Edge to bring out more details of the image.
The final image before and after: