Thanks for asking; that shows me that you want to get the best out of your project. Wonderful.
First of all, everyone naturally knows shadows, but often our audience are people who never have “worked with lights”. With that, they can’t tell what is wrong, only that something in the image is off. That pulls the attention away from the content you like to show.
Shadow is a tricky thing, as is light. Shadows have (more often than not) light and color from bounces. Bounces can be from all kinds of things, even the moisture in the air (more a diffusor than a bounce, but a similar effect). Here it would undoubtedly be something from the sand, or as I would see it closer to the floor, it would be different in color on her leg.
Yes, you are close. A running child inside a new shadow (composite) has two main challenges. Typically an object inside a shadow does not produce an extra shadow, if it does, the light responsible must be readable in the scene, and it certainly has a different quality. This can be color, blurriness, or a gradient of all.
I hope I did not step on your toes with that (if so – sorry); I just wanted to push more that your work is sound. Shadows are only really 100% black when underexposed or artificial, IMHO.
I typically use shadow passes as a matte for an adjustment layer, speaking of Ae. There I lowered the brightness with it and changed the saturation and the color. After that, I might put some light/color back in.
HDRIs are often shot and sadly corrected to “something,” making them useless. HDRIs are a representation of the light dynamic and color dynamic, which is often not understood. Some people even use a gray card to neutralize those and kill at that moment the color values. Gray cards are only for the average 0.18 value there. And even then, that is only a starting point, as it must match the .018 in the scene. In your scene, I would expect a lot of blue in the colors, but the warm-toned sand will “eat” into that.
Take a still of that movie into photoshop and create a white layer with a round little hole in it. Your eyes will use that white to “see” the color of the kid’s shadow in the sand, on her leg and her cloth. Measure that. It will give you a lot of guidance.
I hope that helps. I know you have put a lot of effort already into your project, and I want that you have success with it.
If you like to dive deeper into that, one of the books I enjoyed a lot, and would recommend over other books about that theme:
Artists’ Master Series: Color and Light Paperback – April 5, 2022
by 3dtotal Publishing (Editor) [Page 112 and following pages] … but well, the whole book is important , IMHO.