How do I increase shadow draw distance ?

It a per-map setting.
You can tune it for that map by opening the editor, looking for 'ScatterSky' or 'Sun', and you should find all the shadows options.
Increasing the distance would reduce their quality when near too.

 

You need to reduce the distance and play with the overdark values:


As I said above, increasing the distance is not cost-less. Doing that you will reduce shadow quality and they could even disappear in cases like that.