Lighting build keep saying unbuilt objects after build

Are you using any of the procedural foliage or grass tools in your scene or any Foliage painted with the Foliage tool?

If so, there is a known issue with procedural foliage/grass tools and leaving the “lighting need to be rebuilt” warning. If you’re not using those and are using the foliage tool, what are your settings in there?

Whatever the instances are that are being used in your level are causing the issue. If these are being animated or moving in any way just disable static lighting on them as the lighting would break or not look correct if these are moving anyway vs the baked in shadows.