What shadow commands have you used? From DBPro 5.8 onwards you need to use all the extra commands and parameters for proper shadows
SET SHADOW POSITION lightmode,x,y,z
If you have a light that you want to cast shadows, then substitute 'lightmode' for the light number and x,y & z can be anything (they will be ignored). If light moves, then shadow casting position will move automatically with it.
If you put -1 as lightmode then you can manually specify the x, y and z parameters.
SET SHADOW SHADING ON obj,mesh,range,shader
onj = object number to cast shadow
mesh = -1 means use objects mesh or specify an alternate low-res meshid
range = how far to cast shadow - useful as shadows can cast multiple shadows if they pass through multiple objects, so limit range to something sensible
shader = 0 to use cpu (slow and inacurate) or 1 to use gpu (fast and accurate)
Hope that helps.