Looks like the problem is solved. It turned out that the common link I missed in all of the instances was the creation of new lights. Any new light I created was not able to cast depth-mapped shadows. And that, it turns out, goes back to a problem in one of the earlier service packs. I thought mine were up-to-date but found out that I was one behind, all because of a disk crash I had a few months back and subsequent rebuild. I failed to pick up the newest service pack when I reinstalled Poser. So the solution was to install the latest service pack, delete all lights in the scene and re-create them.