We don't normally use shadows in videos, but recently I decided to try it.
Unfortunately, the whole shadow feature seems completely messed up... but not for any shape, it seems it only affect rectangular shapes!

Try this:

1. Create a new project.
2. Click on the media content button and choose color boards.
3. Drag a white color board to your project to use it as background (make sure you widen your time line to see it better. Make it 5 seconds long, or whatever, just long enough).
4. Choose another color board. Yelow or whatever color.
5. Drag and drop it below the track where you put the White colorboard
6. Resize it to 20% or whatever you please, just large enough to be able to see the shadow well.
7. Give that object a shadow using pip designer. Try something like:
Distance 4
Blur 8
Opacity 52%
8.Before you click ok, click on the magnifier to make sure it looks the way you want.
9. Click on the shadow direction also.
10. Click ok, and watch the results.

It looks nothing like it's supposed to! it looks nothing like it did in the preview! it even adds shadows above the shape, and it looks really bad!

I've tried this in both PD17 and PD18: same results.

The odd thing is, I've tried adding shadow to a circle and it works just fine, but not with rectangles or squares for some reason.

Here's some evidence. PD17 Ult, PD16Ult, PD15ult + 13ult + 12ult
Painthop X9, X7, X4, 9
Aurora 3D (!!)
Animation Shop
Flex Gif Animator
Howler 9.5 !!
Intel Core I7-479 Cpu, 3.6 Ghz, 24 Gig Ram
Windows 10. 64 bits