Is it possible to use an HDRI imaqe as a skybox AND to light the models in my STYLY scene?
Yes and no.
STYLY studio has a set of skyboxes with matching lighting setups inside the studio itself. See this article for details on where to find them and how they work:
Alternatively, if you want to use your own HDRI image, you can bring it into Unity and use it to light your scene in Unity and bake the lighting into the scene. Combined with light probes, this can give you a pretty good solution for lighting a scene with an HDRI image while still maintaining some real-time lighting effects. More information here: