HDRI not loading from the library and turn off sky

Hi there, 2 questions

1 - I am trying to change the HDRI environment to something else in the library. I click on the 3 dots, click on go to library, go to Studio and click on the environment I am looking for and the HDRI panel disappears leaving just the scene panel.
If I download an HDRI from Poly Haven it does open, but I can’t seem to open any of the Twinmotion HDRI files.

2 - How do you turn off the sky? I want a blank canvas without the picture of the sky. I saw it done in one of the old tutorials but 2025.1 does not seem to have an option to change that.

Very thankful for any help