Light sources can’t cast shadows directly onto a 2D surrounding in Stellar render mode.
To properly render shadows Stellar needs a shadow receiving geometry but 2D surroundings are not considered as geometric objects.
- Create a shadow catcher geometry (e.g. a Plane object).
- Select the shell of your shadow catcher geometry.
- In the Object editor -> Illumination tab activate Use object as shadow catcher (see picture).
- Assign a Matte material to the shadow catcher geometry.