Hi Krum,
You’ll want to increase the Lightmap Resolution of the mesh receiving the shadow. Without a higher resolution the baked shadow quality will have artifacts like this.
Lighting Documentation: Lighting Tools and Plugins in Unreal Engine | Unreal Engine 5.1 Documentation
Also, here is a basic lighting questions troubleshooting guide I wrote a while back. You can check the section for Lightmap Resolution/Shadow Quality for additional tips.
-Tim