I am using A6 so you know.

When I run my models in the game engine they have no shading from the lights. It is not like this for the engine preview in the model editor. I have messed with several settings and can not seem to get the models to respond to light. They will go black if unlit is set but wont have shadows or metallic effects.

I am including a pic so you may see the differences.



As you can see the in game models or completely flat and void of shading. What can I do to fix this?

Did you set light in WED?
Look at File --> Map Properties --> Sun --> and therein the values of the sun light and ambient light.
Maybe, you have to place a block beneath the models and the terrain as well, because the engine sets the ambient of the model depending the surface under it.
Hope, this helps, but don't hesitate to ask again.

try and apply the cast flag.
Perhaps you could also use a shader for this too.