I have an ortho camera and a character standing on a plane with a single directional light. only on my laptop with integrated GPU do I get this problem:
Shadows appear perfectly, but when the character walks a certain distance away from the centre of the screen, the shadows disappear. I was on the verge of taking the plunge with UnityPro but for the money, little annoyances like this are making me think again. I can see no logical reason why this would be.
I do all my dev stuff on a desktop PC with a GTX970, where everything works fine.
Using Unity 4.6.1p3 (though, 4.6.0 was the same, and 4.5.5 before that).