I made an investigation with simplest possible project and found that exactly nanite tesselation causes that lost triangles.
(can’t post more than one screenshot, but here was another image of broken terrain in default 1st person project)
But if i remove this displacement connection (shown with red) - everything becomes well (except i don’t want my landscape to be flat and boring):
Will keep on trying to reproduce those shadow and strange-square-in-the-corner issues.
Have anyone made successful packaging of the project with nanite terrain displacement in use?