From your top screenshot, it looks like you just want to render the VDB volumes, correct? If so, then you don't need to enable the Environment option in the Redshift settings, this is a global volume, and isn't required to render VDB volumes. Just ensure you have a volume shader applied to the VDB, and that Volume Scale is set to 1 for any lights that you want to affect the volume.
From there, adjust the density scatter and absorption scales of the shader to dial-in the look of the volumes. And if you want, under the Advanced section, you can set the shadow density higher which sometimes helps with shaping the volumes.