At least it looks quite artsy. 
From where are the assets? Made yourself? Maybe they are the problem. But I’v never seen something like that before. If you add some default Cubes (or other primitives from UE) outside of your building and hit the Bake button? Still the same? That would answer the question for the Modelling / Assets.
Do you have a Lightmass Importance Volume placed around your scene?