Hello,
I've had a similar issue with ssh (dropbear replacement, +scp etc) I had to recompile a package using the sdk. It should be possible to do the same for sudo.
Edit: I just built sudo this way, it works fine.
In the SDK directory:
./scripts/feeds install sudo
make menuconfig, go to Administration, enable sudo
make
You'll have a working package in build_dir.
Regards,