Do you mean using the new Corona Sky object, vs. the old Corona Sky tag on a C4D Sky object? If so, note that you no longer need to use a Corona Light Mtl with the HDRI in it, you can simply select the HDRI / Shader mode in the Corona Sky, and load the HDRI directly in there.
If applying a Corona Light Mtl on top of the Corona Sky object (not recommended), you will need to manually change the projection of the HDRI to Spherical (I think that was done automatically before when using the Corona Sky tag on top of a native C4D Sky object).
(a screengrab of your Sky set ups would be useful here :) )