Yup, my sky sphere is supossed to hold everything in my scene. I dont know for sure the size, but well, it is a skysphere lol. Using a spot light is out of the question because im also using postprocess effects, meaning that for example im using lens flares and i cant achieve a realistic result with a spotlight lol. Maybe in your case is different, but in mine the sun is essential.
In my case, the directional light works pretty nicely (it is a space scene so you will just see one side of the earth lighted up, as it should be) but actually im pretty sure it is INSIDE my skysphere.
Anyways, i parked this project time ago because well, i couldnt find a solution and i just dont want to do things in half measures. If someday i see a tutorial or someone enlightengs me, i will continue. One could have hped that in the UNREAL forums you will find some advise or a solution… oh well.