Hi everyone,
Thank you everyone for your suggestion.
I just post an update of tests I have performed that might be useful to someone:
I had encountered the same problem (unreal 5.1.1).
I have tried some of the methods proposed here and nothing works for me (neither “deep shadows” for the lightsources, neither using virtual shadow maps over shadow maps).
At the end, I decided just to remove the “cast shadow” option from each groom elements in the characters. This approach does not solve the issue and it produce a not accurate results, but it is good enough for my application.
First picture is with cast shadows on.
Second picture with cast shadow off.
Of course such approach produces some artifacts, particularly visible with long hair charaters, both for self-showdes and projected shadows (like the missing hair shadow here).
I am still waiting fro a proper solution that would be not much computational heavy.