Hi Neil -
So I tested with a fabricated model similar to yours in size and with the light settings listed above and here was my result:
I am getting the shadow disappearing which is expected behavior, but not the shadow popping that you are seeing. Is there anything else that you have applied to the world (like a post process volume etc.)? Or have you adjusted any render settings in the editor? And Finally if you could post your DXDIAG?
I am trying to cover a lot of possible bases here. Thank you for baring with me.
Eric Ketchum