No shadows on the glass, and it seems to vanish as you look from afar.

I never have, but are the meshes set to Stationary. I believe, Static gives you Baked Shadow maps, Stationary gives you a blend of both Baked and Realtime, Mobile gives you realtime shadows. I always set my models to Stationary.

I addition, isn’t there a setting that gives Ray Traced Shadowing?