YES - thats a YES   ---- well maybe     :) 

If you are using mapped shadows, check the size of your map, increase it if its  256 or 512 to 1024 or bigger , and then select the shadowcam for the light that should be shadowing her nostrils , and see if its covering too big an area . Zoom it in so it covers a little more than your render area.

That should allow the inside of the nostril to be in shadow from the nose.

Of course make sure the figure is casting shadows.