Once you really understand it you can see why the settings are separated as well as where to go for what.
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Quality - Shadow settings don’t do anything for HDRP. Thats for The Built In Render pipeline. Guess they could hide it if HDRP or LWRP is active as they did with some settings in the lighting window.
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Scene Settings shadow control is for the current scene’s shadow cascades and overall shadow distance.
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HD RenderPipeline Asset is for the overall Quality. (This is the max it can be from what you set) - This replaces the Quality Shadow settings
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So the HDRenderPipeline Asset sets the maximum settings for the shadows
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Scene Settings set how far they can render and how many cascades there are
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Lights set how high quality the shadows can be relative to the settings you have in HDRender Pipeline assets. Basically, the HD Render Pipeline can and should be used as the [Quality Settings.]( Feedback Wanted: Scriptable Render Pipelines page-6#post-3377767)