Lighting not working in tutorial

OK, opening a plain vanilla copy of "Adventure tutorial part 3" I have a bunch of warnings. I hat warnings. One is "Lighting data is obselete with this version yada yada".

So step by step- in order to get the scene to work, I drag the "persistent" scene to the heirarchy and delete the default one. That makes the game play fine, but from there, what do I do to get rid of this warning?

I clicked the arrow next to generate and hit "Clear baked data" and then generated lighting. However it doesn't do anything.

I then tried dragging market and security room scenes into the heirarchy and tried it again. Now I have a mess as everything overlaps in the scene view.

I can't imagine this is tough to fix, but I have no idea how.

Thanks