Win8.1, 3x gtx580, Ubuntu14, IntelGMA
Short description of error
It does say in manual that "Currently we do not support: Correct ray visibility for volume meshes", but I'm not confident what that means so to be sure:
When volume mesh is intersecting another mesh it casts shadows properly, but if volume's layer gets hidden from render, the inside volume shadows disappear.
Exact steps for others to reproduce the error
Open file, press render -> no shadow inside the box.