This is all for a movable light, right?
Whenever you increase the shadow distance of a light, you’re going to lose resolution and shadows will not render right close up, but I found that you can have shadows cast up to 800,000m without it looking too bad. If you don’t mind epicly blurry shadow maps, then this is the right setting for you. Otherwise there really isn’t a good solution for this problem, because what you’re encountering is an engine limitation.
I hope this somewhat answers your question-- I really dont know why you’d need shadow distance above 800,000m, so this should be about right for what you’re doing.