Hi guys,
Sorry for the late reply!
I've read Ross Macintosh's explanation and that's probably why sketchup is behaving like this.
Funny thing is that changing the Shadow orientation fixes the issue (at least for the orientation that I choose).
As for the image that I wanted, I exported it as two files, one with shadows and another without them.
Opened the last one in photopaint and paste the "shadow image" as a layer (multiply). It did the trick.
Thanks for your help