I am not sure if this is a bug.
Hi saeedc,
This isn’t a bug with lighting or shadowing.
What’s happening here is that there is not enough volume light samples placed to light the character correctly when in indirectly lit areas. This also has nothing to do with the multiple characters in the scene as it’s easily seen with just a single third person character as well.
To understand this behavior and system of indirect lighting the documentation here is a good place to start: Indirect Lighting Cache in Unreal Engine | Unreal Engine 5.1 Documentation