That's quite a bummer. Other software I identified was Telegram for Desktop, as well as Microsoft Visual Studio. Both don't show the shadows configured with ShadowFX.
This also leaves Visual Studio Code, which does get the ShadowFX effect, but without distinction whether the window is focused or not. It's always the inactive style shadow. Basically ShadowFX doesn't detect, whether Visual Studio Code has the focus.
Wouldn't it be possible to suppress all custom shadow drawing done by Windows and/or applications by disabling "Show shadows under windows" in "Performance Options" and then let only ShadowFX draw its own shadows instead of application-specific ones?
VS Code, Telegram, Teams, WhatsApp all use the electron framework so will all act the same.
ShadowFX only alters the shadow images in the OS, it doesn't get involved in painting them so it cannot be changed to fix applications which have opted out of the OS shadows. Should Microsoft ever change the look of the shadows in Windows, those very same applications would have the same problem.
Disabling the OS shadows will disable ShadowFX as they are the OS shadows.