Shadows performance

I'm developing an RTS with thousand units while most of my game is ready I face performance issues shadows being one of them. So what are my options regarding shadows? Is there a way to bake distant trees and buildings and keep real-time shadows for close. Also what can I do about my thousand dynamic units?
Total war and other games have solved this issue what did they do right? I have some shader experience and if somebody could point me to the right direction I could create my own system.
My terrain does not cast shadows but is the major receiver of shadows. I have open scenes like Total war.
Thanks in advance!

EDIT: I haven't baked anything I use 1 realtime directional light only.