You need to click finish to commit your changes to the HDRI, after that the undo function will be restored.
Don't worry, as long as you click edit and you are using the same HDRI file, your previous changes won't be lost, the lights are still fully editable.
Please disable Transparent Region from Blender Preferences.
Please name the plugin folder in the blender addon folder without any commas or dots, otherwise you won’t be able to install the plugin!!!