So I think my issue has been a combination of factors. Restarting in Mobile HDR doesn’t seem to make me lose viewport ES2 shadows; but it does lose shadows on ES2 devices. It would be nice if the viewport settings were saved between sessions so you don’t suddenly think viewport shadows are back (until you realise it’s really just defaulted back to a D3D viewport)
Setting a project up as Mobile doesn’t enable Cast Modulated Shadows (svv3dUDN thanks for pointing this out) nor does it enable the ES2 viewport. Whilst I’d done this on my own project; when comparing with a vanilla TP project; I also noticed I couldn’t disable MobileHDR (every time I restarted UE4 - it was back on again). I’d be interested to know why shadows rely on HDR (just out of curiosity/not related to my Q - but I couldn’t find any docs on it).