Hello,
It looks like Static Mesh Components don’t cast shadows if mesh is scaled in any way. That includes scaled component itself, scaled parent of the component or even Build Scale in Build Settings of a static mesh.
I found the cause of the problem - only objects below certain size are affected. So if I scale my model to 0.5 it doesn’t cast shadow, but scaled to 0.6 it does. Is there a way to change that with some parameter of light for example?
I got the same problem, scaling the object causes no shadow casted 
Have you solved the problem?
Unfortunately no. It was just a jam project, so nothing extremely important. Will let you know here if I ever learn something new about it.