why do you have a white plane floor and a white background? if all you want is the penguin and the shadow on the floor i'd recommend using a 'use background' shader on the plane. the alpha it creates for a still image is only the character and the shadow it casts... which i would think is more convenient for compositing...
looking at your picture i can't even tell where the floor is, so there's the possibility that the shadow is just not in-frame.
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