@Bits360 Thank you for your response!
Regarding this issue: I found out that the dynamic shadow behaves quite strangely and this may even have to do with the way the data was imported. All other shadows in the scene behave normally, only the shadow of the building imported with Datasmith needs a much longer Cascade Shadow Map distance until it becomes visible. Attached are two screenshots of the scene with the distance set to 12000. While all other shadows remain, they are already slowly starting to disappear on the windows.
I really don’t know if I’m missing something regarding Datasmith actors or this is some kind of bug?
[EDIT]
And a few hours later I luckily stumbled upon an explanation for my problem: