A Nanite primitive casting a CSM shadow on another Nanite primitive with "Cast Shadows" disabled, will have it's shadow disappear completely when r.Shadow.CSMCaching = 1.
Expected
The nanite mesh casts a shadow that updates when the mesh is moved
Actual
The nanite mesh does not cast a shadow and the shadow does not update when the mesh is moved.
If you add another non-nanite sphere to the level and move it around, it will cause the CSM to be invalidated and both sphere shadows will be updated.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-215802 in the post.