directional light shines thru objects that is not at 0.0.0

as the title says, something odd is happening.
this is what should happen.
The object is at 0.0.0

but this happens instead
object is at 0.0.4


I have volumetric fog, one direction light coming from where its shining thru.
the model has a material made in unity for now.
i have deffered switched on.
but the funny thing is that its solid until goes further back into the fog.
but i cant remove the fog cus thats what i want to use.
any suggestions?

 

thanx for the answer. but what shadow distance do you mean?
inte the post process shadow override?
or the directional light shadow?
and yes, as i said in the main question, i moved the object closer in the Z axis and got it as i wanted it to be.
the solution you say works in perspective mode, not in orthographic view sad to say.

 

im using the HDRP.

 

now this happens.
you see the slider? and its on screenspace -overlay. this shoudnt happen right?
screenspace overlay out itself always at the front right?
im using the Unity 2019.3 beta.

dont mind the green ship. i made it that way just to be able to track it better visually =)