This comes up a lot "no shadows in the PMDG 737NGX" so I am posting what I think is the reason why we can get shadows on the 7373NGX but we can get shadows on all other PMDG aircraft.

 

The 737NGX will not work I believe because it has a giant box out side the VC. If you sit in the VC and slew out with CTRL+entre until your out side and then look back you will see the box. It might be to protect there HUD tech or is required by the HUD to work. 

 

You may be correct but it is impossible to tell for certain.

 

If the box has the FSX material property of No Shadows ticked then it could look just like that yet not cause issues with shadows.