My thanks to both of you.
Yes, I do agree that working on more realistic looking art for the game is a bit of a hit / miss situation. Currently I like the way the pieces look, but without ground shadows they just look like paper cutouts stuck onto the backdrop.
Walls and other "flat" objects shouldn't be a problem, but things like the market stalls and other free-standing outdoor objects can only benefit from some shadows.
I am trying to make this an enjoyable module, but also make it visually appealing. I just need to try and strike the right balance between the two....