Generally speaking, all settings are overridden by the editor, so click on the mesh in the editor and look into the details panel.
if you added it in via sequencer, then the same place you select the mesh in sequencer would probably give you some options.
Select skeletal mesh component, see if anything shows up from that.
Skeletal meshes often need specific light settings to cast shadows correctly - and scalability changes what is casting too.
Also, PHAT which you deleted could be used to cast shadows - depending on settings (capsule shadows, so not ray traced accurate ones) - if you deleted it, but the setting to cast the capsule shadow is on, that would explain why no shadow is cast…