About " multiple skylights ". This error appear when several levels opened in editor simultaneously. On top menu bar find " levels ’ in drop down menu. Open levels list and hide other levels. So Unnecessary light sources will disappear.
Keep in mind that all levels exist in same start point. They do not disturb each other, but if you try build, when they not hidden, it will crazy. So you can move them around, but it will hard to render scene for PC ( possible freeze ).
What about UI loses ( like Health, Experience and etc options ). When you start level all variables of your Character cleared. To keep them, use Game Instance. Game Instance wide theme. Also use Event Dispatchers.
Yes, Unreal Engine is crazy Unreal machine 
. Not logical, insidious, unpredictable. That’s all about this thing.
If you want to use it, you have to come to terms with it and be ready for anything. Save copies of files frequently.