Render with ray-tracing set on in the "Render Settings".

In each of the lights' Properties panel/column, select "Ray Trace shadows".

Put a one-sided square on the background's ground surface (the right way up) and set it to visible, and set its material to "shadow catch only" mode, and run in Firefly. If the ground surface on the background is curved or bent, you may have to model a surface that shape. (Likely it would have to be vertical to catch shadows on a wall.)