Hi There

Not too sure that you would see a shadow looking at the distance the UFO is from the camera and how the shadows are casting in the afternoon/evening sun, might be wrong....

Did you map the background to see if there would be shadows etc that would be cast by the UFO, and that would solve the shadows issue.

Could you show your lighting set up as I feel the intensity of the "sun" light might do with being "upped" a bit to give a similar effect on the UFO as the effects thats on the cars.

Cheers