That’s why the problem with black sky often arises.
I mean you should use an installer like trueSKYUE4Plugin_4.21.0_4.1a.352_x64.exe for Launcher version of UE4.
or
trueSKYUE4Binaries_4.19_4.1a.497_x64.exe for Source version of UE. You can see UE4 downloads on your account page.