To reproduce:
1. Open user's project
2. Enter play mode
3. Pause the game, create cube in scene near the player (or hit any existing cube with left mouse button and don't pick it up)
4. Either in play or editor mode face the created cube
5. Move the camera so the cube is no longer in camera's FOV, observe shadows disappear

Expected: shadows visible all the time
Actual: shadows only visible when certain objects are in render field

Reproduced in: 5.6.0f1, 5.6.0f3, 5.6.0p2, 5.6.1f1
Notes: bug appears in both editor and play mode (check attached gif)
Notes: cannot be tested on earlier or newer versions due to incompatibility issues
Notes: material's render queue and rendering mode parameters affect the results, possibly linked to transparency