Summary

Do this ( using vray render):

1- create a sphere.

2 - apply ornatrx hair "add hair to selection"

3 - apply "render settings" and "vray ornatrix" modifiers on the hair

4 - create any light source 

5 - select hair object and clone instance.

6 - hide original hair object.

7 - right click cloned hair object and uncheck "visible to camera"

8- render... (renders correctly as it should no hair visible but shadows of the hair are casting onto the sphere)

9 - close the renderer and without touching anything hit the render again ( shadows are gone!)

hit render again and they'll be back again and so on...

(note: if the cloned object is not an instance it works correctly, it seems to be happening on cloned instances only)

Thanks,