Arima: Penumbras are on the todo list, theyre a little bit trickier to code.
Attan: Untick 'Transparent' in the top layer's properties and it renders correctly. I'm not sure why the Multiply effect doesn't like transparent layers, but it should be off anyway for the multiply effect (if you view that layer on its own, it'd be transparency with a white spot on it, which is not how you achieve multiply-lighting - darkness has to be black on the lighting layer).
Shadow casting objects have to be box shaped - it can't cast shadows off custom shapes yet. So it looks a little odd when you get it rendering correctly still, but that's because the platforms aren't box shapes.