Ok, first every time the project is compiled it is possible that the sky light is broken, so for VR scenarios you have to look for the “BP_Sky_Sphere” object (how I find it: Content Browser, in settings remember to check "Show engine content " and then just look for the object called BP_Sky_Sphere) add this object to the stage that will give you light again, then modify the objects you have additional like “DirectionalLight” (here you can use CTRL + L for sun direction), “SkyAtmosphere” . In the end, every time you compile, you will have the problem that the sky breaks again, but all you have to do is modify the scale of the object already added to the right side “BP_Sky_Sphere” change the scale a minimum and press Enter that will show the illuminated sky, it is a somewhat manual way but it is the one that has worked for me, as the colleague said while in 5.2 it is organized.