Is there a render DEPTH limit? I have a tall object, casting a (sun lamp) shadow onto a plane scaled at 10,000 (dimensions 20K x 20K). But the shadow is being cut off not far behind my object (I can also see this visible limit in OGL). No matter how large I scale the ground object, the shadow is always cut off at the same place. If I view from top, the entire shadow is there!  Changing Camera > View > Clipping Start and End has NO effect. So why is the depth being cut off in my OGL and renders?
Yes there is!
Select your camera and in camera tab, you can see clipping section.
Set the End to whatever you need, but not more (more number makes it harder for you computer to render)