Hey Oromis -
For the type of lighting that you are attempting to generate there are some things you will want to setup. First, Shadows from Lights are generated by a Source to Object calculation and if a light is too far away, Shadows will cull themselves out, a directional light will help some with this, but you will have to play with the Cascading Shadow Maps to ensure that the engine does not cull the shadows completely, there is a limitation in there, shadows will always eventually cull over extreme distances. The other thign that you may want to look at here, is to change the source radius of your light from a point to more of a large sphere which should also help the above issue and give you more of the effect of lighting come from a stellar body.
The change in light intensity is eye adaption which is something you may not need in your level. Add a Post Process Volume and set it to unbound (covers the whole map) and under Auto Exposure set the min and max values to 1.0 so no change in brightness should happen, if you want it overall brighter lower both values and vice versa.
Thank You
Eric Ketchum