Did you disable precompiled lighting ?
no? Disable it, hit the build button.
Yes? Hit the build button.
Already built? Move the door outside of the room, build again.
To explain the problem. The shadow is baked in because when building lights the door is closed, so the item is permanently shaded.
At least, that’s what i think is happening based on screenshot and description.
To fix that in a baked light environment you have to move the door to somewhere else, perhaps a copy or the room (at least the light source should be at exact same offset/distance from door). Then OnBeginPlay you move the door where it should be to be closed.
This way precomputed light will be correct, and the shadow will only be cast dynamically if set to do so.