In one scene I had the same problem: No (depth map) shadows at all. What I did: I turned "Dist End" from the affected light to 2. Rendered. Shadows appeared but scene was too dark. Then I turned back "Dist End" to 0 and rendered in Poser4 mode: Shadows correct. Finally switched back to Firefly. Rendered: Shadows now correct! So either it was the "Dist End" thing or the renderer switching. Don't know. Maybe this is some help...?!