However, there is a bit of a workaround... I know... I know... But, if you need a shadow for each side, this might help!
The Shapes allow you to put a shadow all the way around. So, if you are so inclined, you can add a transparent shape around the image, and add the shadow for all sides.
You have to have at least a one pixel for the outline to get the shadow. In this image, I made the 1 pixel outline the same color as the blue background. Or, you can put the shape behind the main capture and it will cover that 1 pixel line.
The settings for the shadow in the Shapes properties allow you to adjust the opacity and size of the shadow.