The solution to going inside the volume is simple: use a box with inverted polygons. Then you use the result from the line box intersection to establish the ray entry position.
The prebaked shadow looks nice and I am sure is a huge speed boost! I will try that out soon but I have not worked on this much lately. Instead I have been doing other stuff like baking out animated caustic textures. These are pretty fun!
I couldn’t make the gif loop but the actual texture loops and tiles seamlessly. I will be making a more detailed post about this soon.