I'm having some troubles with clipping and object shadows.. Here few screens:
I would like to know, how to handle this situation (it happens seldom), the same happens with dynamic lights (looks ugly as hell).

Greets

Use the clipfactor entity attribute (increase it to 2-3 or an even bigger value).
Concerning dynamic lights I am sure that they get clipped correctly because I've made some tests about that a few years ago. However, it could be that more lights come into the view frustum (i.e. more than the shader supports) and thus the light priority changes and the scene looks different. Use the light count material to prove/ disprove that.

Thank you man, but this is the ugliest solution, isn't it? There is no other way to handle this?
Cause I'll need to apply that for each entity (maybe cycle trow all of them) get rid of this shadow crap.

Greets

No, I'm not aware of another solution right now. I don't think the clipfactor method is ugly (I was the guy who requested it back then for the very same reason). As you've already stated, just cycle through all entities after level load and increase the clipfactor variable if the entity has its SHADOW flag set.

Ok, thank you man (for requesting for it also)

There is another solution that I use. Throw some dummy vertices into your model that extend the corners of your model much bigger than it really is. This way the engine thinks your model is always in view.

And your hitbox will be fucked up and you have to scale it yourself ...

light_view=NULL;
will harm performance though