Skybox and HDRI not casting shadows

Lighting amateur here, even moreso with lumen. Bear with me.

Trying to do some ArchViz. Followed a tutorial on the subject. The YouTuber dropped in the BP_LightStudio, applied his HDRI to the BP and skylight, and immediately got shadows.

I’m getting very different results. Curious if I missed a checkbox somewhere? Neither of us are using a direct light yet and this is all default. I’m just fiddling around now, but enabling “cast shadows” on the skylight doesn’t make a visible change.

Doesn’t look like lumen is working, you can check the lumen debug view under lit.

You’ll have to forgive me, I don’t quite know what I’m looking for. Or what I’m expecting to see. But I’m hoping this helps. (Following reply will be split into 3, because I’m a new user and have post restrictions)