That bug pops up for me periodically and has been there since at least the watchOS 8 days. I’m guessing Apple probably will never fix it since it’s a minor bug and their software teams seem to be overstretched these days. The workaround I have found is to start creating a new watch face on the watch. Then hit cancel and navigate back to the Solar Dial face. For some reason just starting the process of creating a new face fixes the shadow issue.