Realistic plane glass outdoor scene with cycles and hdri

Here, try this setup. I'm posting pictures of the same setup in both EEVEE and Cycles so you can see that the shadow is in the same place, just much more pronounced in eevee.

Here is EEVEE:

Now the same thing in Cycles:

You can see the shadow is there, just a bit muted. I could have played with the settings a bit more. I had to up the brightness of the spot light to make it stand out properly, and I have a rather bright light inside the building, which could be adjusted to make things look better. For the record, The glass in my picture is a separate object (plane), extruded to be 0.01m thick. Here is the final render (low sample - not de-noised). I think it at least shows the shadow, reflection, refraction and specular lighting. To make it look more like "clear glass", you can try increasing the fresnel value, or adjust the slider on the mix shader controlling the mix with the Transparent BSDF, or both. See what works best.

Rendered image (Cycles):