V-Ray Global Illumination Clouds

It has no shadows, it seems a GI pass instead of a final render

Maybe because they all have the same material (Opacity 1, 0.8; 0.8; 0.8)…

No, your shadows are blurred and gone away in the last pic, if you see some clay render around, you’ll note that they surely don’t have that kind of feel even if all materials are the same

Just uncheck show samples in the Iradiance map settings under GI primary engine and if you want uncheck the show calc phase in the Light cache settings under Secondary Gi engine.
I think that was the reason for those ugly splotches.
Also it is recommended that you study from this book it is the Vray bible => http://www.google.com/search?q=vray+complete+guide+second+edition+pdf&ie=utf-8&oe=utf-8&aq=t&rls=org.mozilla:en-US:official&client=firefox-a#hl=en&client=firefox-a&hs=FK2&rls=org.mozilla:en-US%3Aofficial&sclient=psy-ab&q=vray+complete+guide+second+edition+pdf+download&oq=vray+complete+guide+second+edition+pdf+download&aq=f&aqi=&aql=&gs_l=serp.3...24695l26752l0l27391l9l9l0l0l0l0l220l1364l0j8j1l9l0.frgbld.&pbx=1&bav=on.2,or.r_gc.r_pw.r_qf.,cf.osb&fp=5b0119bf26e0d462&biw=1366&bih=715