Every light source (generally) should cast shadows… at least if they’re intended to represent real lights. You “layer” shadows by varying intensity and varying shadow softness.
So let’s build a test scene. Create a 1m sphere, and a 20 m plane. Create a Distant Light. Name it Stage Left Distant. Rotate it -50 on the Y-axis and -25 on the X-Axis. Now create another Distant Light and name it Stage Right Distant. Rotate it +50 on the Y-axis and -25 on the X-axis. Set both lights to Raytraced Shadows. The default Shadow Bias is fine.
When you render the scene you should get something like this image: (note I’ve straightened the camera to head on instead of the default angle).
Note the very dark, very sharp edged shadows. You have two clear sets, one cast by each light.
Now, let’s lower the intensity of the Stage Right Distant to 50%.
See how the LEFT shadow is far less “dark” than the right… This is because the intensity of the stage-left light is now over-whelming the shadow cast by the stage-right light due to LIGHT intensity. So that’s closer to what we’re after, but it still looks pretty odd or light a “photoshoot studio” type setup.
So let’s try adding some shadow softness…
Let’s give the Stage-right light 50% shadow softness on top of the 50% light intensity it already has…
Okay, so wow! It’s not quite gone, but it’s almost invisible. The end result is a very natural looking set of shadows that gives the render that natural feel while still retaining the bright-all-around-the-scene light we’ve built.
Hope that helps!