I had Scottie’s before my spaniels, and one of them loved chasing shadows. If the sun was out she would ask me to make shadows on the floor with my hands and she loved chasing and pouncing on them. I used to show her, so it was quite useful in an outdoors ring to keep her looking alert. I treated it as a game, and like all games when it was over said, OK, that's enough now. I can't recall her chasing other shadows, but she did like watching TV! Maybe it's just the natural chasing prey instinct.
Maybe if you treated it as a game, and then ignored it when the game was over?
Lesley