As soon as the tree staticmeshes turn to their lowest LOD built from a Billboard, they stop casting shadows.
This applies to StaticMeshes placed manually (as shown on the gif below) and painted foliage.
On the video I applied a basic lit red material to the Billboard to check if the absence of shadow was linked to the material. But it’s not.
I’m using the trees from the Rural Australia pack.
My UE5.2 project settings for shadows are set as such:
After more research, I noticed that other object (grass, that i scattered with the Landscape Grass Type) that used LODs but no billboard, had the same issue.
So I concluded that the lack of shadows was linked to instancing (rather than Foliage, or Billboards, or the staticmesh, or material).
Using the following command, I could enable shadows regardless of the distance.