Sometimes it appears to be a bug. You build and encoded shadows simply do not appear anyehere.
Solution: just reset all the dynamic shadows paremeters in the Cascaded Shadow Maps sections. Of course, we’re talking Stationary Light Scenario.
This tends to happen most of the time if you already worked out a level with pure dynamic lights and then saved as to another level to focus on one area and decided to move to staionary light and build shadows.
Hope this helps.