Mind telling what lights and settings you're using for them? ;) But basically what Ark said, with a sky like the one in your level, shadows would usually be rather dark because of the smaller diffuse radiation from the sky when compared to overcast sky. So keep the environmental colour/brightness low in world properties,…
Outdoor scenes are generally the easiest type of environment to light since you generally only have two lights. You have your sun acting as your key light which will provide most of the illumination for your scene. Then you have the sky that act's as a huge diffuse light filling in your shaded areas. With that being said,…