4.6 UI->Effect->Shadow becomes part of UI->Mask

When masking an image with the new UI mask (Image (Mask) with another Image inside) and then attaching a Shadow script, the shadow becomes part of the mask: the Image inside shows through where the shadow would be.

Is there a way to add UI effects to a masked layer?

I tried creating an empty game object to hold the mask and applying the effects there, but as it is not a UI element they don’t show up at all.