There was a post about this a couple of years ago. In your eclipse scenario, place a vessel (like a DG) on the moon. During the eclipse the DG will turn the different colors and go to it's shadowed state but the Moon itself won't. If I remember correctly the member that originally posted about it said that it was by accident. He was about to lift off of the Moon when his DG turned black on him :lol:
This was with 2006 but from the sounds of it, planets still can't cast shadows on each other yet.
Are you using '06 or are you using '10?
EDIT: Read the last sentence of the OP. Looks like you knew all that, sorry. If you're using '10 then it looks like planet to planet shadows aren't happening yet.