When I tested one of the meshes, I saw this happening, after I bake the light (with all the volumes).
The light is completely ignoring the fact, that I have a wall there (i tried ticking double sided geometry in the mesh editor, but it didn’t help). Light still goes through walls (directional).
From the sound of it you have a single plane for your geometry? If that’s the case all you need to do is check the option for your mesh under the details panel > Lighting > Cast Shadow as Two sided or you can use a two sided material.