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Exr file and hdr file

Hi there
I wondering if there a way to get exr hdr file that I download form poliigon. I can’t get them to work in unreal which have no problem getting the hdr file form hdri haven to work. It there a way to convert them into the right file method something because I’m not sure what to search online to solve it.

Or maybe there a way to turn the exr into texture if that problem and if so there a way to change the exr texture into a cube?

Thanks,
Eoin

left working / right not working