During gameplay, shadows can disappear. This can happen when going into 3rd person through a super or Scorch Cannon, killing an enemy with a headshot, or simply entering a new space. This does not occur for shadows cast from the Sun but mainly interior lights and point lights. When this happens, one of the few ways to bring back the shadows is to open the character menu, navigate to another menu and then back to the character menu then close it. I notice that when shadows disappear, they can also disappear from the character menu itself. I have attached examples of it happening in an Imgur link on this post. This becomes quite an issue when it happens during the Prophecy Dungeon. Opening a menu and switching tabs just to bring them back will often get you killed.