Off the top of my head...

1.    looks like your using Ambient Occlusion?  .. as far as I know.. Ambient Occlusion doesn't render transparent shadows.

2.  Does the material for the Face/Eyelashes have Transparent Shadows selected.  It's a button in the material setting for each material which tells blender that it should receive a transparent shadow. 

3.  You may need to increase the Ray Depth.  I believe it's set pretty low by default.  You may be getting a shadow from one eyelash through it's fold to the other side.. but then not through it again.  It should be under the render settings.

My best guess would be the fact that it's the ambient Occlusion issue.

Check these:

http://www.blender.org/forum/viewtopic.php?t=13328&sid=33e32cb7c5ab8ef5ec014578f9847fd9

http://blenderartists.org/forum/showthread.php?t=150949

http://www.blender.org/forum/viewtopic.php?t=11500&view=previous&sid=6a875fcba385ac850d5362c5fd813bfc

Good luck,
Scott

Reddog9
Tutorials, Samples and Models
www.blender3dclub.com