Here you can see a render with shadows and the lite cams for the spotlight and one of the infinite lights. You can see why her shadow wouldn't show up for the infinite light. Another tip. If you really must do this kind of render, try replacing the pavement textures with something higher res, or if you're a P5 user, reduce the U and V scaling in the material room for the pavement and mutiply the pavement texture by some small scale granite (0.1 scale works well for the granite - use white and a mid-light grey as your granite colours).

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