After I bought my first DSLR, we were headed for our first cruise with a trip to Key West on the way. I was excited to get some photos of the famed sunsets of that area. The sunset was gorgeous as expected, but my photos were distorted reds and gold, still lovely, but not reality! Well, I went back to the hotel and hit the Internet that night determined to learn what I was doing wrong before we set sail. One trick that has proven invaluable if you're getting color distortion, (I can't remember all the technical details) is to trick your camera's sensor by pointing the camera away from the sun to focus and shoot on a patch of clouds or blue sky, and then pointing back at the sunset. Worked like a charm. The camera sensor distorts the color of a sunset especially when you're pointing directly toward the sun. I'm like you, although the photo is beautiful, and I've seen sunsets where the colors were as intense as your photo, it bugged me knowing that it was not representing the reality of what I witnessed!

Maybe something like this?

You could futher up the exposure but that will start to blow out the clouds.

Just learning Photoshop. This is pumping up the Blue channel on the "curves".

I have been trying to understand what is happening. I think you might be underexposing like happens with bright snow or beach shots. Your camera wants to make the average photo gray. Because of the brightness in the clouds it is cutting back on the exposure. You might try setting your EV up one or two...and/or bracketing.

I think there might be physical filters for this. I vaugely recall Magenta.