All lighting and Sky stopped Working!

I was setting up a new scene and everything was looking really nice. The scene was at dusk but then the other day when I opened the project up, I hit the build button but when it had finished the build I had lost all lights and sky. I tried restarting everything a number of times and rebuilding but always with the same result. I am reasonably new to UE4 so I am really hoping that this is just a setting somewhere that I may have accidentally turned on or off. I would really apreciate your help on this. I have posted a few screen shots of current situation unfortunately I don’t have a screenshot of what it looked like before the lighting dropped out.

Try pressing Alt + F in editor.

This does not seem to produce any result. Just asking but what would you expect this to do?

It shows and hides Atmospheric Fog. Because in your case the scene is lit, but the sky/fog just isn’t showing.