Physical Starlight and Atmosphere Addon for 2.9 (v1.4) - now with Clouds!

I use mainly EEVEE. In EEVEE, the environment light (and also HDRI’s) don’t cast shadows. See for example here: https://www.reddit.com/r/blenderhelp/comments/b0lfr4/no_shadows_for_eevee_hdri/

Or see here: Eevee lighting issues - #9 by eklein

About sunlight in EEVEE, see for example: https://artisticrender.com/eevee-lighting-interiors/ (use Ctrl+F to search for Sun, example: With these settings on a point light instead of a sun together with the general settings we did earlier we should be able to handle most artifacts as long as our walls have some thickness.