The sun that comes with some HDRI is obvious enough to produce clear shadows. If you still use the simulated parallel sunlight at this time, you will tend to have extra shadows.

It is recommended to use these ways to adjust Sky parameters:

1. Turn on Follow HDRI to make the height and orientation of the sun automatically follow the sun in HDRI. Adjust the angel of sun by rotating HDRI.

2. Replace the HDRI with one without sunlight effect (i.e. an HDIR with a more balanced brightness), this will not produce a more obvious shadow, use the simulated parallel sunlight to make a more controllable shadow at this time.

3. Use Geographic Sky. But the Geographic Sky is relatively less controllable parameters for the sun compared to HDRI, and determines the sun's orientation and light changes according to real geographic information.