I just started seeing the same thing today. All the box-shadows in my prototypes were suddenly cropped. As in your example, you can see the shadow anywhere there's a curve, but it gets cropped at the primary object's boundaries. That's really bad for corner-radius rectangles.
Within 24 hrs, this is already causing development issues for one of my teams. I had to walk them through ignoring the prototype and relying on the CSS in inspect mode (which is super finicky where component states are involved). To keep the project on track, I had to go back to manually pulling CSS values (which you can't do in the app!!!) and describing interactions with screen recordings. Back to the good ol' days.
This was the last straw for me. I've already convinced one client to jump from XD to Sketch. They're quite happy. I think it's time to move my one and only XD project (unfotunately a very big one I inherited) off this crippled platform. What a disappointment.