Just to be sure, is Lightmass Importance Volume covering the whole building? Is the directional light set to Stationary? I also see that those light sources are BP actors. Open up the BP and make sure the light sources is set to Static or Stationary. No more than 4 overlapping error you are getting is a limitation of stationary lights, btw. You cant have more than 4 stationary light source attenuation radius overlap(when there is a stat. dir. light in the level it means 1 dir. light + 3 spot or point lights)