We just released some new shadow customization options, suitable for (overhead) walls, and other linked stamps.

Object Shadows:
You can now customize the shadows of each stamp from the right panel.
 

Layer Shadows:

Object shadows can be customized for an individual object, while Layer shadow settings are shared by all stamps with "Layer" shadow option selected.

This option is set as the default shadow type for walls on the battlemap style.  

Use the "Layer" shadow type for walls and other (overhead) stamps you wish to appear as linked.