The problem with scenery is that it wont show internal shadows, its not designed to work out the interior and what sort of shadow that will produce, so scenery shadows are only outside and as the sim is concerned those planes are outside.
You used to be able to trick it in FS9 or older with an invisible shelter on another BGL, what you basically do is make a simple domed shaped shelter with the ends enclosed, then lift if off the ground a foot or so, that will give a square ground foot print shadow, next to make invisible you just apply a simple 64x64 texture over the whole shape and then apply a full transparency alpha channel to that texture to make it invisible.
I don't know enough about FSx materials and transparency layers just yet but the same principle might work, in fact you only need a flat plate the size of the floor area just above the ground to achieve the same effect, no need for the full dome model. The flat plate will cast a ground shadow in the shelter, the alpha transparency will mean you don't see it, though the aircraft might cast a shadow on the plate and that might lift it a little, you'd need to play with the heights a little to minimise the shadow step as aircraft go in and out of the hanger.
The theory should be sound, the practice might not be so easy to implement.
Best
Michael