@lor74cas
can't say that I agree with "when you reach the sea you are at 0 mt no more shadow needed", but let's say here should not be a shadow. Anyway as sonny wrote, give us some data. Based on your scale and precision of HGT files supplied over Locus Map (around 50 m if I remember correctly), it will be most probably result of interpolation.
@slarti76
Petr was able to simulate something, thanks for pointing on this problem.
@Andrew Heard, @tramp20
oki, thanks for the info. Really hard to solve somehow, without more precise knowledge where may be a problem. Hmm will have to do some tests ...