I am also looking for a solution. I used to import a .dds cubemap before and threw that in the blueprint, but the next time I loaded the project it was all messed up. I am now using an actual sphere of 1000,1000,1000 scale and all my components are inside of it. I think you have a similar setup? I tried removing the directional light and make a singular massive spotlight, but that would cause the lighting to not build. A directional light doesn’t light anything up (all objects turn black). I assume this is because it is outside of my sphere, and the sphere blocks it.Have you found a solution to this yet? I would love to know it 
(If I find a solution myself, I will let you know)