|Usually called anticrepuscular rays but antisolar is more descriptive. They are not part of a lobby group to ban twilight or the crepusculum and they can even be seen at midday.
But near sunset and sunrise is when they are their most spectacular.
The 'rays' are simply the ordinary bright sky.
The shadows, cast by sunwards clouds, are parallel tubes of unlit air and only appear by perspective to converge towards the point directly opposite the sun. Roads and railway tracks similarly seem to converge in the distance.
Look at how the shadows darken as they near the antisolar point. The eye looks increasingly along the long corridors of shadowed air rather than across them.