Can I make a cave out of two terrain layers?

So I have a map terrain, and a hill terrain, with a road running under the hill. My two problems are that the hill terrain does not cast a dark shadow into the cave on the map terrain, and when you stand in the cave and look up, you see right through the hill.

Is there a better way to make caves? If this method is valid, then how do I fix those two problems?

This is not a wise method. The best way to do it is to create a separate mesh and then create a hole in your terrain. This may help: Is it possible to make holes in your unity terrain? - Questions & Answers - Unity Discussions