Also: I just noticed now your light radius is massive. A large radius will blur shaddows a lot… so maybe check how it looks with 0cm radius.
This is your standard scene units:
This is a 40x40m plane with a 2x2x2m cube (similar to starting scene (notice the “Dimensions” in the info panel on the right - here it is showing the 40m squared plane)):
This is a 2x2x2cm cube in the same scene:
Because its scale is too small compared to the scene scale, the shadow will not show.
How to fix:
Scale your scene down to a smaller scale e.g.:
Then scale all of your objects up by 100. This will put your objects in a reasonable scene-scale where shadows will register:
In other words: make sure your objects are within a reasonable scale of your scene scale… So if your Scene scale in 1m then your objects should be in the 1m range… things in the cm or mm scale would be too small, and things in the km range too large. Always adjust your scene scale to be in the range of what you’re modeling or volumetrics and shadows will not look right.