Ya, you should have made the shadows pointing approxamitly North East, because from the strokes of the brushes it gives the feeling the sunlight is coming from that way.
No, actually, I realized what caused the shadow to look weird. The shadow of the small tower takes all "four sides" into account, but it is emitted from only one side, causing it to look strange, and helping the illusion of a malplaced light source.
And thanks for your feedback all. Much appreciated, except for your random remarks, Randuin. That's just low.
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