(I also had problem with stencil_blur(1); when I used the trial version, blurred stencil shadows disappeared sometimes. I did not use antialiasing, maybe another d3d_*** setting caused it, probably d3d_mipmapping)
mhh d3d_antialias and shadows are no problem here, but with stencil_blur i cant see the shadow. if you need d3d_antialias and stencil_blur, i think you can use a shader for that.