You probably can use baked lighting, that’s 100% will solve the problem, but if you have dynamic light then the only way is enable light propagation volume.
The thing is that sky light is global, that’s why it’s bright even in the building, even sometimes reflection captures from outside can affect lightning indoors.
Light baking will propagate light and bake shadows into textures onto static surfaces. Best quality, but only with static lighting.
Light propagation volume is the last thing I’ll recommend to use, but if you want to you need to add line “r.LightPropagationVolume=1” into EngineDefault.ini config file and restart the editor. Then you will be able to use “Indirect lighting” on direct light sources. This thing can cause light bleeding through thin walls, but it is the best option for dynamic indirect lighting.