I’ve baked a low-ish (1024x512) resolution version of my fave (it’s in my startup.blend) Nishita Sky setup into an hdr (over here if you want it). In 4.2.0 (with Render Properties > Sampling > Shadows checked) EEVEE is showing shadows from the sun disk in my bake in the Environment Texture node just fine (and thanks again). Shadows from the procedural setup (including Nishita Sky) it was baked from? No. No sun disk available (not even a low-res sun-square), no bright spot for the latest EEVEE innovation to make shadows from.
I’m not technically competent enough to understand the issues, and the explanations so kindly provided aren’t helping (y’all tried). What I’m seeing is that we were told that EEVEE couldn’t make shadows from HDRIs, now it can (with a kinda-hacky-but-it-works method that grabs the brightest bit and makes shadows from it). But not from the Sun Disk of the Nishita Sky node, and the reasons given sound remarkably like why EEVEE couldn’t make shadows from HDRIs prior to 4.2.0.
As I said uptopic, this a minor issue for me, I don’t use EEVEE much (outside of the Viewport’s Material Preview) anyway. Just frustrating, and that’s my feedback.