Other dynamic lights should still work with Cesium for Unreal. It’s possible that you need to increase the intensity of your other lights in order to make them render correctly, though. The light intensity of CesiumSunSky is far brighter than the default light intensities of point or spot lights, and the difference in brightness can make it seem like smaller lights aren’t rendering at all.
You can try decreasing the intensity of the Directional Light component of CesiumSunSky from 111,000 to 10, or switching the Intensity Units of your additional lights from Candelas to Lumens and then setting them to a much higher intensity to match the Directional Light of CesiumSunSky. You can read more about light intensities with Cesium for Unreal here.
If adjusting the light intensity doesn’t help, please let me know.