Hello , I am not sure if it is an issue , but since I am building my city based on pieces of chunks meshes as the bethesda ones, I wanted to know if there are issues by using more than one light source and if are always limited to 4 or something like that , thus the reason to split the major chunks into more pieces.

I am placing the chunks in an external worldspace .

"4" is the limit on shadow casting lights on-screen at once. Individual pieces do have a limit on all lights casting on them as well, though I don't recall what it is. It may also be 4.

You will likely want to break up the large pieces of your city into smaller ones. If you go to properties there is a tab called shaders and there is a checkbox that enables debug lighting shaders (debug> # of lights). This shows you how close pieces are to this limit, where in blue is great, and red is at/over limit. (purple is near)

Try placing one of your pieces, and several lights around it and see what happens. The shaders will update in realtime while active. Warning: I've had those debug shaders crash my CK before so save before using them!