So I finally managed to deploy my first test Android build, in which I force OpenGL ES 2.0 rendering path to have it compatible with wider range of devices (and OpenGL ES 3.0 doesn’t work on my phone).
I noticed I get no shadows when running Editor with Graphics Emulation > OpenGL ES 2.0 and I don’t see shadows when running the build on my device. I tried going for lower quality shadows settings, and while those changes reflect in the Editor when running in normal, not emulation mode, as soon as I switch to GLES 2.0 emulation or deploy to the device - shadows are completely gone.
All I use is 1 directional light. Running Unity 4.6 whatever is the latest, trial version (basically like Pro). Shouldn’t really make any difference regardless of the version.