Do you have the Sky Entertainment & Cinema Ultra HD addon as part of your package? If not you need to add that to see Sky Movies and boxsets in UHD.
Not all HDMI ports are capable of 4K, on most older 4K TV's it's HDMI 1. Have you tried different ports?
You need to be using a high speed ethernet cable, preferably HDCP compliant. HDMI2.2 are currently the best for UHD content.
Also go to Settings > Audiom & Video > HDMI resolution and make sure it's set to 4K