Hi,
I investigated the repro scene a bit more and noticed that there are two volumetric cloud components, one at the world level and one inside the SunSky actor. Adding a second volumetric cloud component will cause the first one to disappear. Just confirming if this is intentional?
I’ve deleted the VolumetricCloud at the world level and experimented with the settings on the remaining VolumetricCloud (in SunSky) and found that reducing the Tracing Max Distance to 0 removes the clouds from the scene, but still preserves their shadows on the atmosphere. This may (partially) explain why you are seeing shadows cast without clouds. Increasing the Tracing Max Distance should reveal the shadow casting clouds.
Changing the z value of the Rotation on the DirectionalLight should show off the god rays emanating from the sun moving around the horizon (Atmosphere Sun Light Index on the DirectionalLight component should be 0).
Hopefully that helps to clarify some things, but let me know if you have further questions,
Sam