It weird that the in-game video settings do not disable the shadows, it works for me quite well, but you can try this:
I your RTW folder there should be a sub-folder called "preferences" containing a file called "preferences.txt". Open it and set the values for shadow-related entries to "FALSE"
Code:
SPLASHES:FALSE
GLINTS:FALSE
REFLECTIONS:FALSE
SHADOWS:FALSE
VEGETATION:FALSE
DETAILED_UNIT_SHADOWS:FALSE
GLOSS_MAPPING:FALSE
STENCIL_SHADOWS:FALSE
save, right-click on the file and in "Properties" set it as read-only. This might prevent the game to over-rule your settings to shadows-on again.
Hope it helps and welcome to the forum!
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