I have found this sometimes happens with light sets built in P4 and imported to P5. Deleting all the lights and then reloading the set seems to work best for me. Of course that only solves your problem if you're using a pre-built light set. If you've made your own, it may be a shadow cam problem - view the scene through the shadow cams and centre them on the object. Also make sure in the properties of each light, the Shadows box is on.

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"you are terrifying
and strange and beautiful
something not everyone knows how to love." - Warsan Shire