I use LWRP but dont think it to be the reason
I have lots of stuff made with Pro builder (marked as Statick) and when I bake lighting i have shadows on this objects but do not have shadows on terrain from this ojbects. Looks like this:
But it recive shadows from player (usual 3d model - not made with ProBuilder)
Also if i duplicate any statick object it will cast shadow until i bake lighting