aye sounds about right

the only way I can think of to add lighting & shadows to your scenes is to manually draw them in yourself if you are doing everything in 2D or alternatively create your scene in a 3D program (I'm not savvy with 3D stuff) & then sort out all the shadows & lighting in the scene for that.
In the new broken sword game for instance it is completely 2D but they created their characters in a 3D program & then exported the character animations out frame by frame & imported them into their own game engine (Virtual Theatre) ... I noticed that some of their character animations seemed to have lighting & shadows added to them so I was wondering if maybe they added their 2D scenes as a background to the 3D program so they could set their characters to certain areas of the scene to then add lighting/shadows to their characters as needed. Just an idea/theory on my part.
There is no way to add true/dynamic lighting/shadows to 2D games as we don't have 3D support for adding cameras/lights etc but you can probably add something at least halfway decent with some workarounds & a bit of effort.