Poser's big problem with using Depth Mapped is the fact that Poser uses such a tiny scale. And the most well-known case is the glowing nostrils.
Why does scale have anything to do with it, you ask? Well, since Poser is using 3D objects at an extremely tiny scale (far smaller than almost any other 3D app), the distance between objects is miniscule. It doesn't look that way in Poser - since everything in Poser is tiny together.

The tiny scale and the tiny distances mean that the space between two objects, where one is meant to throw a shadow on the other, may be too small and it become impossible to calculate a shadow.

If a figure stands on the floor, there's no problem casting a shadow on the floor, it's sufficiently far away. But if for instance a sitting character has a hand resting on his/her leg, Poser will not be able to create the shadow of each finger on the leg, just a tiny distance away, using depth mapped. As you gradually lift the hand, at a certain point suddenly Poser can calculate a shadoww.
With Ray Trace this limitation is not present.
So: for realistic shadows at very close quarters - Depth Mapped simply can't do it.
Glowing nostrils - the front end of the nose is too close to the back of the nose. Give the person a HUGE nose and your problem is solved! LOL
:] Fish