Actually, the problem is not that cascaded shadows do not show up on alpha blended objects, the problem is that the stencil buffer is used to render the gun at a different field of view in that particular scene (that's what the example scene shows how to do, check out the LWRP asset). The gun is rendered before any other object in the scene and it also marks the stencil buffer pixels where it is rendered. Then, the rest of the scene is rendered in places where the stencil buffer is not marked, the problem is that the screen space shadow resolve texture (that is only active when cascades are enabled) does not respect this stencil buffer override and thus renders ontop of the gun. The rest of the geometry would also render on top of the gun if it didn't respect the stencil buffer override.