1 Possible reason
Objects or meshes with the materal setting "Blend mode" on "Normal rendering - no transparency" can cast shadows.
The material setting "Blend mode" should be set to "Normal rendering - no transparency" on the objects, which should cast a shadow. To cut "holes" into the objects with an alpha channel the option "Min. alpha" should be used. The cutting of the alpha channel will be sharp and half transparencies aren't possible.
The casting of the shadows is binary. The half transparent faces as may used in the blend mode option "Alpha transparency" are not possible because of the technical limitation. The casting of the shadows is disabled by default for windows and so on.