There are several things going on here with the shadows I want to take a moment to clarify.
In the first image you posted you wanted to know what was going on with the shadows, because the one in the background was clearly defined while the foreground ones were not. If you look at the top right, it says “Lighting needs to be rebuilt on 1 object” The object with the clearly defined shadows needed to be rebuilt.
UE4 uses lightmaps to store shadow information. The meshes store the shadow information in a texture that is baked. This precomputed light bake information allows the engine to not have to calculate all this lighting at run time freeing up what could potentially use a lot of memory causing FPS drops.
To fix shadow information without using dynamic lighting you would need to adjust your lightmap resolution settings in the details panel for each mesh. The pillars would need to be raised to receive better shadows from other objects. The floor/ground mesh would need it’s lightmap adjusted up to receive better shadows from the pillars or any other objects.
In reference to Dynamic Shadow Distance you are using. This does give you the crisp shadows you want (which can be employed at much lower memory cost by using the method above) but at a high cost. When setting the shadow distance as high as you have, this is rendering all the shadows dynamically when they are within the range that has been specified. (More information here)
Do what’s best for your project, but there are ways to optimize your project to get the most out of your level without taking the hit on performance.
Hopefully this will clarify some of the issues you were seeing and if you have any further questions please let us know.