I wont be able to answer your second question but, the way you change the sky box is by selecting your sun volume. Go into the entity info tab and click the three dots right next to ssi1 under light state 1.

I have my lighting set up in a room so that it is close enough to cast some light, but far enough that its pretty dim. However with the height of the zombies their heads are almost directly within the "beam" making them very bright white. Any ideas? http://img...

1st issue. In radiant my maps skybox is set to night time. The lighting and everything is fine until I get into the map to test something and its still basic daytime. No clue what im doing wrong.

2nd issue, just looking around the map I seem to get these sort of "burn ins" of th...

Have you tried selecting all your walls and pressing "fit texture" under the textures tab?