Impress does not save character shadow setting. When program is launched, Character -> Font Effects -> Shadow is disabled, even if file was saved with this box checked. Character shadows must be re-enabled for each slide every time the program is launched.
CONFIRMED on Ubuntu 18.04 LTS and LibreOffice 7.1.2.2 Version: 7.1.2.2 / LibreOffice Community Build ID: 8a45595d069ef5570103caea1b71cc9d82b2aae4 CPU threads: 8; OS: Linux 5.3; UI render: default; VCL: gtk3 Locale: en-IN (en_IN); UI: en-US Calc: threaded