@Linus Lim51 Here is the gif :)

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I faced this issue when I was using the UXPin desktop app on my mac. I don't see this issue on the browser-based app.
@Luka Filipovic44 I have tried now and not seeing any issues at my end. Hope this helps. I just tried with 2 boxes.
https://preview.uxpin.com/47bdcfa7afc6cc8d89ee8ea8a92bce982201614d#/pages/134942835?mode=cvhidm39
This is a bug which they're already working on. With me, box shadows are disappearing in preview whenever I'm pinning the element.