Hi all 
It's a frequent annoyance. You start your project, it evolves well and the WebGL builds are ok. At some point suddenly the shadows disappear from WebGL but ... you can still see them in the editor, "What?". You may do another build and ... another but they're gone!
What can you do? You can change the general quality settings in Unity and especially WebGL quality to High or better as seen in the image.
WebGL minimum quality advised settings (green color is for "selected")
More info on this discussion: https://community.gamedev.tv/t/shadows-disappear-in-web-build/62963
Enjoy creating!
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