Few questions about lighting.
There are options in world settings under Lightmass that don’t change when I change them.
like for example Environment color or Envronment intensity, and some options under “directional light” like Indirect lighting intensity.
My question is this: Do I need to build light to see change for these parameters?
Yes. You have to rebuild the lighting to see changes like that. The only things you can change after baking lighting is the color and intensity of stationary lights and skylights.
Thank you 
For some reason my scene gets quite darker after i build lights(production quality)
All lights are set to static, all UV’s are fine.All meshes have their light channels set as the static lights.
Am I missing something?
It depends on the scene if it’s normal or not. There will be a lot more occlusion after baking lighting, and things like rooms can look a lot darker after baking.
Is there something that can light up my scene without loosing too much shadows?
What type of scene are you doing? Generally you’ll always end up using a few reflection actors, a directional sun light(or some sort of major key light), and a skylight. Even if you’re inside, the Skylight works pretty well when it’s baked because it’s self-occluding and will occlude indoors.
And as a general rule of thumb, you’ll probably want to keep your lights at Stationary, instead of Static, because Static lights have no Specular contribution on your materials.
crypt scene. Lights in general are good, but just a bit too dark after the bake, plus some of the static lights that are baked effect the player character. The character glows when he passes under that baked light.
Some pictures would help us make suggestions relevant to your project.