Casting Particle shadows with Depth Fade

Hey, currently trying to improve my smoke grenade particle.

After a bunch of fiddling around, realised the Depth Fade was preventing the shadows from being cast. I know this was an issue in 4.10 and 4.11 from some google results.

Is there no way to have shadows without losing the ability to make them smoothly transition into walls/floors?


Same with 4.18. Any official word on this?