So, you want shadows cast by the directional light, from the tree, onto the ground plane?
Setting a light to mixed means to bake direct contribution into probes. How shadows are handled depends on your chosen Mixed Lighting Mode.
If you are using baked indirect mode, you’ll never get baked shadows - static objects will only cast realtime shadows.
If you are using shadowmask or subtractive mode, you will get baked shadows. In shadowmask mode you only see the baked shadows by default after a certain cutoff distance, otherwise the shadows are realtime. This is known as distance shadowmask mode.
In other words, if you want shadows baked into probes, use subtractive or shadowmask mode. If you only want realtime shadows, use baked indirect. Other than that, make sure the tree and plane are marked as static, and that both the light and tree have shadows enabled. If you’ve done all that and it still isn’t working, let me know.
As for that bug you show - haven’t seen that before. Feel free to submit a bug report. Looks like it could be an issue with streaming (are you using disk/gpu streaming?)
Hope this helps