Got the same issue, it really bugs me. The shadows were the most awesome graphical feature of the game at its time. The world looks flat without them :(
Running it on Dell XPS13, Iris Pro 540. Any help is much appreciated.
Iris Pro is probably one of the worst d3d/OpenGL accelerators it is possible to buy today. Intel gpus are fine for 2d stuff like web browsing, email, spreadsheets, image programs, etc--but for d3d-OpenGL 3d games they leave much to be desired! Not recommended for 3d games. (I don't know why people assume these gpus are fit for 3d gaming.)
I have an AMD R9 380 4GB card (DX12_0 compliant) and the shadows all render fine--just fired it up to make sure. AMD has the best d3d backwards-compatibility of any current GPU, imo, but any nVidia or AMD gpu will be much better than Intel's. The problem with the Intel gpus is that they rely on software rendering for many d3d features that are meant to be accelerated and don't render well if at all in software mode. D3d/OpenGL driver support from Intel leaves much to be desired, as well.