Those shadows are possible, and do clearly exist. The lampposts around the player have a shadow/light source which create a light on the tile, and a shadow source to any objects around or near it.
And the screenshots are purposely saved as .JPEG.
It prevents people stealing stuff from my screenshots and adding it to there game.
Also, I'm thinking of adding a FollowMe Pokémon script, like in HGSS where the first Pokémon follows you. Would that be a good feature to add?