Cloud shadows do work, but they can be subtle in many conditions. Turning up the cloud shadow setting, or flying over water, can make them easier to see. But yes, I can confirm they do seem to be the source of the translucent cockpit in VR. In VR there is no distinction between the ground and the cockpit when we are doing our drawing, so getting cloud shadows to work in VR without that side effect may be tricky. But I'll try to get it working for our next release.