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Grass foliage shadows after baking

Hello, guys. May you help me?
Where is my grass shadows (and shadows of displacement effect too) it’s lost after light baking? :

http://joxi.ru/4AkqXnwto0WJ8m.png

Initial look:

http://joxi.ru/VrwdGvaU7jpXlm.png

I have warned in the log. Sounds like: InstancedFoliageActor_1 Large actor receives a pre-shadow and will cause an extreme performance hit unless bCastDynamicShadow is set to false.
That is, I have to produce a bunch of exactly the same Foliage types, just to avoid this problem? But why I can see great grass shadows without any “extreme performance hit” before I try to use light bake?

Another spam log is “mesh_grass_foliage Object has overlapping UVs.” But I don’t want to bake lighting on the grass, I want to get dynamic shadows because the grass is very interactive.
My attempts to do this could not stop this log spam (yep, grass have a movable type).

http://joxi.ru/5mdqKLpt3aj9a2.png

http://joxi.ru/VrwdGvaU7jpy1m.png

But what I totally cannot do is the lack of shadows from the bump obtained by displacement. Where does it go and why (and for what?)?

I hope that someone can help me with the solution of such ordinary (but very unpleasant) problems.