It appears heightmaps do not cast shadows. You can see this easily by starting gazebo 9, adding the apollo15landingsite1000x1000 model, and adjusting the sun angle. The terrain is shaded but there are no shadows, even though the visual has castshadows = True. If you place another model above the terrain, you can see that it casts a shadow on the terrain.

Is this a missing feature, or is there some trick to get heightmaps to cast shadows?