Thanks for responding!
The second example is actually lit by an HDRI https://hdrihaven.com/hdri/?h=belvedere
I have uploaded the .blend file with all the textures here in this gdrive folder: https://drive.google.com/drive/folders/1hp8JSoKK4ISykngS6NSBOttygp4bX-7K?usp=sharing
I’m encouraged to hear that you agree “Simply changing the room to a Shadow Catcher shouldn’t change the shadows.” I’m anxious to learn what I might be missing here.