Most likely this is not a shadowing issue, it’s due to the fact that Lumen reflections currently aren’t supported by single layer water materials. So what you’re seeing is the reflection of the sky, as though there is no other mesh in the scene to occlude the reflection 
Supposedly this is already addressed in the 5.1 release, there’s nothing you can really do to fix this in 5.0 other than not using a single layer water material.