Hi there @Daniel_Halle,
You are correct that Lumen does not support built lighting. In all honesty, I’m kinda surprised it even let you attempt a build. Either way, when you actually attempt to package your game, Lumen should throw out all of your lightmaps and leave you with an unbuilt scene.
Based on the setup you are describing, it seems as if you’ve tailored your scene towards next-gen tooling, and thus I would recommend sticking with Lumen and to not continue baking your lights. Nanite and Virtual Shadow maps are meant to work in tandem with Lumen, and having all of your lights set to Stationary/Moveable is also Lumen-tailored. Just a side note too, with Lumen enabled, Stationary lights don’t actually do anything, since their original setup was for to allow for baked lighting with some variability at runtime. I suppose there’s no harm in keeping them stationary, just know that you’re not gaining anything from it.
If you’re looking for the more realistic lighting that baking provides, unfortunately Lumen has its limits. You can increase the number of Lumen probes and bounces (basically determining how much bounce lighting there is) but this will be at the cost of performance. Lumen does open up a postprocess setting called “Skylight Leaking”, which you can use to cheat some really nice ambient lighting into your interiors.
All of that being said, just so you know for the future, there are a lot of settings for light baking that can cause errors. These can range from poor light map UVs, bad lightmap resolutions, or an undesirable amount of light bounces. Luckily for you, unless you’re trying to create a game optimized for mobile or previous-gen consoles, light baking in Unreal is mostly a thing of the past due to the massive time sink.
Here is the official documentation for a full technical breakdown of Lumen. I would highly recommend you at least skim this, so when you encounter errors in the future, you know how to detect and fix them.
This page is also a great resource for understanding the basics of Lumen’s quality vs speed controls. There are additional adjustable Lumen cvars, but for now, this should cover everything you need.