Ha, actually, I was wrong. I just redownloaded your project file and ran a light bake without making any changes and it worked - including the sun light.
You should update to the latest version of UE, there may be a bug with the version you have.
You should definitely use the ‘NoMipmaps’ trick in the future though - you probably noticed that your backdrop got A LOT sharper. UE just won’t render 4k textures at full rez otherwise.
Another tip would be to use this cubemap projection method (below) on your ‘EditorSkySphere’. It will mimic your skylight projection accurately (infinitely distant). The one in the original video you referenced fails because it remains fixed to the inside of the sphere it’s on, so it falls out of alignment with the light bake.
let me know if you’re still stuck.