Shadow mapping - near and far

You would consider rendering two shadows independently with different math parameters

and then merge theirs output textures into one shadow by the HLSL.

It would be less efficient (two shadows processed).

Thanks for the reply - I did consider doing this, and I think it might be the only way! I have noticed that a lot of games manage to render both self-shadowing and also shadows of distant objects like trees and buildings. Do they do a similar thing?

If you are trying to cast a large shadow from a small object onto terrain you should be using a directional light (orthographic) since you are imitating the sun. Orthographic projections do not depend on distance so you can make the shadow map perfectly centered around the caster even if it is infinitely far away.

That's what I'm doing at the moment - the only problem is that the terrain is so distant that the depth resolution isn't good enough to allow for self shadowing as well as the casting of the distant shadow.

Use multiple shadow maps for a single light. One shadow map contains only your lunar lander while the other has the entire scene. When you draw the lander switch to the new shadow map. When you draw the terrain switch to the other one. This requires two depth passes and an extra shader resource view of another depth texture.

@OP: One way to solve the problem you describe is to use something called a Cascaded Shadow Map (CSM). Google has information and some code examples.