the solution in xsi is to set the shadow mode in rendersettings to "enabled" (default is "segment"). when i got transparent shadows. problem is you loose the ability to use colored falloff for refractions in mia mat. mia mat needs segment shadows (in xsi). workaround is to use the mib_dieletric shader for refractions with color falloffs.
Hahaha, you have to be kidding right? Well it's a workaround at least...
Finally got the time to do some testing. As a starting point i rendered with mrSky and FG, IBL in essence, right? Everything as it is supposed to be.
Then i switched to native IBL and transparent mode for shadows - no shadows.
Next one, traditional way with HDRI plugged into a Skylight object.
And now the confusing part - native IBL with solid mode for shadows and transparent mode with material flagged as opaque look the same, but, they also look the same as mrSky and traditional IBL version (OK, almost the same).
So, i'm confused, how exactly are those shadows supposed to look? Maybe this scene setup isn't the best for this test?
Here are the screenshots: