Assuming you've got all the lights and shadow casting switches set properly, your problem is likely due to the lack of sufficient resolution in your ShadowMaps as 4blueyes suggested above, but here's some additional means of control.

Some basic shadow stuff first though.

The rendered shadows are generated based on the ShadowMap images created from the view of each light's Shadow Camera. You can select to view these cameras just as you can your other cameras.

The number of pixels in this shadowmap image calculated from these cameras views will determine the resolution of the rendered shadows. If the number of pixels in the shadowmap that cover the area casting shadows is too low, then the resulting cast shadows will be antialiased out and disappear when rendered. (This is often commented on with respect to shadows disappearing where objects contact the ground, making them appear to be floating.)

No problem though! You can, as 4blueyes suggested, try to increase the shadow resolution enough to get a solid, crisp edge, by increasing each light's MAP SIZE dial to generate a larger shadowmap image. This process is quick, and often is sufficient, but keep in mind that when doing so, you are exponentially increasing each light's actual shadowmap image file size and thus increasing the resulting memory requirements during each render. It can add up quickly.

However, to increase the effective shadow resolution, it is not always necessary to increase the shadowmap's overall size -- you can also simply change the light's shadowcam view to get more pixels where you really need them.

If you take a look at the example you used, and view the scene through the primary shadow casting light's Shadow Camera, I suspect you'll see your two figures as teeny-tiny spots in the field of view. That view, as a rendered image scaled to the size set on your light's MAP SIZE dial, represents all the pixels that will be used to create the figures' cast shadows. If they appear as tiny spots you aint got much to work with.

Now, this view is probably wide enough to include a ton of space, outside your real view of the scene, where you are not concerned about cast shadows.

SOOOOOOOOOOO, (finally getting to the real answer) try just zooming-in (Scaling) each light's Shadow Camera view to get more pixels covering your actual scene objects, and see if that does not result in sharper edged shadows that don't fuzz out and disappear when rendered.

or just paintem in with PhotoShop