Hello STEIN84,
This is not a bug, but just how Stationary lights work versus Movable lights. What you are seeing is expected because you are extremely close to the light source and you seem to be going in and out of the inner radius of the light, which is what provides the stronger darker shadow of the two radii. Keep in mind also that your character has a PhysX cloth coat on, which will cast shadows differently under different lighting conditions if not set up properly. Another thing to keep in mind is to have another light source in your scene somewhere for ambient fill lighting. This helps illuminate really dark areas as well as adding a bit of realism.
If you have any other questions or need additional assistance please let me know.
Thank you,