What is your lightmap resolution on the static mesh that the shadow is being cast to?
I understand you are using a directional light but what is the mobility that it’s set to. This can affect what’s happening.
It looks like you’re possibly using Stationary. If you’re upclose the mesh is using dyanamic/movable lighting and as you move away it’s using baked lightmaps from static lighting.
You may need to just up the lightmap resolution of the mesh where the shadow is being cast. What is the lightmap resolution?
Try changing it to something like 128, 256, 512 and seeing how the shadows look then.