Hi!
If I get you right - you got Spot Light attached to the player camera without any offset and some kind of a mesh in front of camera attached to a pawn? If this is true, than you wouldn’t actually see a shadow, since Point of View position is the same as light’s position. If you will add some kind of an offset to the light’s position you should be able to see the shadow.
If you still see no shadow, please tell me whether your project is intended for mobile or for PC/consoles? In case if this is mobile you won’t get shadows. Check this out to get more info on this:
If this is for PC/consoles please attach a screen from your blueprint picturing options both for mesh and light