Lighting/Appearance changes between play mode and build

Im running Unity 5.3.2f1 on Mac OS X 10.10.5 (Yosemite).
I have built a simple level with not much in it except a small river (using the water standard assets), a particle system (the fireworks, visible in the background of the pictures) a spotlight and a directional light.

When I start the level in Play Mode (using the Play Button in Unity) it looks like this:
alt text

However, when I load the level from another Level (using SceneManager.LoadLevel) it looks like this:
alt text

This happens regardless if in Editor, in a standalone debug build or in a standalone release build.
Can someone help me? Thanks in advance!

Go to WindowsLightning and scroll to the bottom. Uncheck Auto just before the Build button.

You can manually bake the scene tho, and use that baked data in a build.