Hmm...that's odd. 
Can you replicate the fault with premade lights?  (they're easy to delete once they're in your scene, just edit-delete)  I have some in my freestuff that use both raytraced and deep mapped shadows...you can try to see if they'll render for you.  (they should.  All lights have shadows turned on)  Beyond that...do you have a screenshot of your lighting settings?

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