Hi Neil -
Try playing with the following Console Variables, you can set the in your Engine\Config\ConsoleVaraibles.ini file.
r.Shadow.FadeResolution - controls how big the light has to be on the screen before it starts to fade out. - Default Value: 64 - Can lower this value to keep shadows from fading out at further distances
r.Shadow.MinResolution - controls how big the light has to be on the screen before it finishes fading out, at which point it no longer has cost. - Default Value: 32 - Lower values seem to increase shadow visibility.
r.Shadow.TexelsPerPixel - Causes a higher resolution to be assigned and then it should fade out less aggressively - Default Value: 1.27324 - Can increase this value to improve shadow rendering visibility & quality
r.Shadow.RadiusThreshold - Default Value: 0.03 - A lower value of 0.02 or 0.01 greatly increases shadow visibility at far camera distances (seems to have the most impact of all the console commands).
Useful Link: https://docs.unrealengine.com/latest/INT/Engine/Rendering/Scalability/ScalabilityReference/index.html
Thank You
Eric Ketchum