In preview you see the "Ground Shadows", which are just very simple helper shadows for placing your scene elements. They will NEVER render.

If your scene has large dimensions, mapped shadows will become very blurred, to the point that they're not noticeable anymore. Chainge to raytraced shadows in large scenes. You'll want to set the blur radius to something else tnan 0.0 (I ususally use a number between 3 and 10).
And, of course, don't forget to set your render options manually. The slider settings in the standard Firefly options dialog are not very usable.
My default Firefly render setup is:

• cast shadows on;
• raytracing on;
• smooth polygons on;
• displacement maping on;
• minimum shading rate 0.50
• irradiance caching 0
• raytrace bounces 2
• bucket size 64
• minimum displacement bounds 0
• pixel samples 3
• post filter size 1;
• post filter type box.

The pen is mightier than the sword. But if you literally want to have some impact, use a typewriter

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