You should account for the specifics of stationary lights. They rely on the static lighting for the most part but also support casting shadows from dynamic objects. There’re also preview shadows that you see before the static lighting is built (that’s what you see on your first screenshot).
I’d recommend changing that light to a static light first to eliminate all the extra factors that come with stationary lights first.
Next, you have to prepare your static meshes for static lighting by adding lightmap UVs (this can be done semi-automatically when importing the mesh, just make sure to check the appropriate checkbox) and setting their lightmap sizes large enough to capture the lighting/shadow information (min 64 for your case if you’re fine with a soft shadow but might have to be larger for a crisper shadow, depends on your needs and texture memory budget).