Cheesecloth is fine. I use paper towels. The covering is just to prevent contamination. Think: if a SCOBY preferred anaerobic conditions, why would it form at the surface, where oxygen is likely to be higher in any case?

It might work if you wait longer, but the problem is likely that the pH isn't low enough to encourage the organisms you are trying to cultivate. Try adding a small amount of vinegar.

I use a ratio of one cup sugar to one gallon water.