Found the issue in my scene
The problem was that in my Testscene the directional light was not assigned in BP_SkySphere as directional light actor (in the details panel).
The weird thing is, I’ve tested it in a blank scene with all 3 lights added and it worked fine…here it seems the light was added automatically to the SkySphere Blueprint, in the former scene it wasn’t…once I’ve added it it worked.