Hi Filipe,
By default the Stationary Directional Light does not have a distance set for it’s casting of Dynamic Shadows so you will need to set this in the section of the Directional Lights properties labeled Cascaded Shadow Maps and set the property for Dynamic Shadow Distance StationaryLight to some value above 0.
If this value is not set then you will only see the baked shadows. For better baked shadow quality you will want to adjust the lightmap resolution of your mesh/landscape to be higher. If it’s a landscape set the Lightmap resolution incrementally until you’re happy with the results, if it’s a static mesh set it using a power of two value (ie. 32, 64, 128, 256, etc).
I hope this helps.
Tim