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.
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There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-215802 in the post.