CYCLES

How does shadow catcher work?

1. Add an object (cube)

2. Add a plane (big enough) under the cube

3. check the checkbox "shadow catcher" for the plane

4. add an HDRI

5. result:

CYCLES

How does shadow catcher work?

1. Add an object (cube)

2. Add a plane (big enough) under the cube

3. check the checkbox "shadow catcher" for the plane

4. add an HDRI

5. result:

UPDATE

Unfortunately you did not File->External data-> Pack Resources so all i saw was pink :(

But...i inserted my own HDRI, deleted your two materials you gave the shadow catcher (just delete all and add the default one) and then i got: