After doing some test in a different project I was getting some of the same results where the lights would vanish. After some playing around with the lights I managed to the shadows to appear. So I had an idea where I made the intensity of the light really high, and when I baked it, it dimmed it quite a lot.
Where before my lights were fully vanishing, here they were just being dimmed quite a lot. I am going to try and up the lighting a lot for my actually environment to see if the same thing works. If it doesn't I will need to create a new project and transfer everything over.
Update: I tried to brighten the lights and re bake, this unfortunately didn't work but this may have been because the test project's assets were set to static. This is the last thing I have to try before I may start and new project and move everything into that.