You may want to examine the options > display mode settings where the clipping plan setting is provided (or maybe it’s unrelated to clipping plan). I believe there is a setting that controls whether lighting and shadows are displayed.
Also, make sure you enable shadow in your display mode.
In the next image the same scene but instead of using sun I used an HDRi with high dynamic range, meaning it has essentially a sun in it (ehingen_hillside_02_1k.exr). Again top-left Rendered, top-right Raytraced: