spy950: Could you post your OS, GPU model and driver version?
I have same issue with q4 gog version on my win xp pc. And retail version on my main rig under win 7 doesn't have this problem (much brighter, shadows looks more greyish and you can see textures underneath them without flashlight). I am not sure this issue related to gog version to be honest, i want to try older nvidia drivers on xp rig, maybe it's opengl related issue.
xp rig has gtx 770, win 7 has gtx 1070 with latest driver
sorry for any mistakes in my english update:
So, i did some testing and looks like i dont have this issue anymore
I've used 368.81 driver previously and shadows was completely black. Downgrade to 331.82 fixed the issue with shadows, also skybox looks better now.
Very very fun game, the only problem I had is that I remember the game being a bit more polished (walls textures, and other textures). But I had a blast so I´m happy =D