Hey, Marsassassin,
I noticed in your screen shot you have two light actors within your Blueprint.
What purpose do these lights serve, because I am thinking these are taking some precedent over the lights in your scene and causing your issue to occur.
For troubleshooting purposes, try disabling, or deleting these lights temporarily to see if this is this case.
Let me know what you discover and if you have further questions.
Cheers,