With your DM not casting shadows, I would check the light mobility to make sure that it’s set to stationary or movable. If these are set to either of those mobilities and still no shadows take a look at your Engine Scalability settings and make sure they are at least on Medium for Shadows, otherwise shadows will not be dynamically drawn.
If neither of those worked, is it just this mesh or all meshes that are not casting shadows?
There are a lack for a lot of destruction tutorials out there. Mostly everyone will show their awesome destruction, but no explanation how to set it up. 
A lot of my understanding came from A LOT of trial and error. I had a very hard time finding any tutorials that weren’t older ones that are on the NVIDIA site, but those are made in UDK. The majority of those will carry over, but I’ve run into some issues with some settings that I’m trying to narrow down. For the most part they work well enough trying to figure out.
My goal is to make some simple setups and mini-tutorials for others starting in this forums post. When I get a few more up there I will start adding them to our Wiki page. Please feel free to post any ideas or even simple setups. I don’t mind setting them up and making something that can help others as well. 