Integration of 3d models in a video

Hi everyone, I have a little problem regarding blender motion tracking and integrating a model into the video, and this is the lighting of the model, there are many tutorials on motion tracking and how to insert animated objects or not in the videos, but the most important is always left out, precisely the illumination of the subject, in the tests I have tried to do, the models appear uniformly illuminated even using the sun as a source of light, no shadows are seen on the model itself except on the ground, i.e. any model for for example a horse the part hit by the sun is illuminated, while the other parts of the body should be shaded darker, but not! the whole animal seems to have the same light tone even the parts not illuminated by the sun, practically the model does not integrate with the surrounding environment, and the model appears “cropped” in the video, I tried to adjust the lighting in World properties but without results, maybe this happens in Cycles render, what could I do to fix all this?