Try to load HDRI in Corona bitmap, it should work correctly.
I did but nothing has changed.
I think it's a known bug. But it should only affect display in viewport. Enviroment mapping should look correct in actual rendering, Can you confirm that?
#2 make it smaller. it looks too big/close. Or the only way is to set the camera target to 0?
Not a target, but field of view (FOV) - you change how wide or narrow the camera sees the scene and enviroment itself. Enviroment is mapped at infinity, so you can't make it bigger or smaller physically. There is one exception though, if you use Corona bitmap, you can change mapping mode from spherical to dome. In that case, enviroment is mapped on physical hemisphere, that has actual size, so you can control how big, or small it appears in the background.