If you bougth the Icex editor you will see in its manual under ligth and shadow calculation:
Quote:
NOTE: Entities do NOT cast shadows on the terrain. Only the terrain casts a shadow on itself.
Well, too bad if you are showing you character without shadows
, but you see the lightning and shadow systems in 3dgs really sucks, its my opinion.
However, for an experimental test you can eventually cast a fake shadow under the character with an old shadow system with a sprite, i think it will work in icex terrain exported with multitexturing, but i never tried.
The problem is i dont remember in which AUM that shadow system is. Well..i dont have 20 years old anymore, or it be 30? 
If i remember i will tell you. Hope it helps some way.
Edit: it´s in AUM 51