You tried using virtual shadow maps?
I dont know if you found the problem yet but in the lit menu you have to uncheck the game mode tick under exposure category, all worked out fine for me
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I had the same issue: had lighting inside closed building. Do not know whether I doing right or not, but I checked “Volumetric fog” in ExponentialHeightFog. And light disappeared inside the room.
uh ok I see few others comment here.
The solution can be given by Lumen in UE5.4 (or 5.3 as well).
I didnt face this issue anymore