Unfortuantely we still could not reproduce your issue on our end.
When I created a new scene in UE 4.26, add an actor with components Spine Skeleton Animation and Spine Skeleton Renderer, assign the atlas and skeletonData, it initializes by default Normal Blend Material with the SpineLitNormalMaterial material assigned casting a shadow by default, or with SpineUnlitNormalMaterial, where the property Cast Dynamic Shadow as Masked needs to be enabled to cast a shadow.
What do you have assigned at your Spine Skeleton Renderer component under Normal Blend Material?
I mean this parameter here: https://prnt.sc/yesazf
Are you sure that Spine Skeleton Renderer parameter Lighting - Cast Shadow is enabled?
See this parameter here: https://prnt.sc/yesfh1
Actually, if the material preview shows a cast shadow in the preview, then there is either
a) the material is not used. But this cannot be the case if you say that other material modifications show up in the scene.
b) something wrong with the scene or component setup, not casting a shadow from the mesh, and the material is not the problem.
b) something wrong/corrupted with the asset state perhaps? You could test this by creating a new UE4 project and importing the Spine plugin again from a clean state and adding a skeleton again. If it works in a new project but not in your existing one, then perhaps re-importing the plugin or the assets helps?
Also please be sure the use the latest git status from both the spine-ue4 and spine-cpp runtimes. Updating only spine-ue4 but not spine-cpp and copying it over again is a common mistake.
