Bug Custom Pass does not affect areas with shadows

Hi,

I'm using HDRP 7.4 with Unity 2019.4.1f1.
I have a simple transparent material (made with Shadergraph) for global Custom Pass Volume but it does not have any effect on areas covered by shadows. Is there anything I miss?

I made some experiments, the weird thing is, if I choose for my Custom Pass material the HDRP Lit transparent shader, the shadowed areas will be affected (like I wish).
But Shadergraph material with transparency will be overdrawn by the shadows.
I also noticed the Custom Pass does not affected the Unity terrain. How can I include this?
Please do not tell me this not possible at the moment, because I also have water over Unity terrain. This is very important for my project that Custom Passes work on everything.