So by lack of time and also because it was more funnier to just look for fancy effect in unity indie I started to look for an animated shadow. So the main option that come to mind were either stencil shadow without using a buffer (unity indie cannot access it ) or animated decal texture. I though the animated texture would be the easy way but then I discover the shadow volume on the wiki which is greta but just can't work with what I had in mind. I try stuff work around and modifying the code but nothing worked properly so I switch back to animated projector. I found a fairly good example of it in the invader demo. Even though the technique they use is limited (the code actually set manually every texture one by one), it gave me a fairly good understanding of what I need to create my own code.
So I didn't gave up on getting some kind shadow using unity. I was looking on doing realistic shadow but maybe I'll stick to more stylish and less accurate one.
So I didn't really made any progress on understanding unity api or so but I still I know what it's possible r not.
Switching from udk where the shadow just got the updated to unity is really annoying because I kind miss all the awesome features but because of one (Networking and web deployment) I might stay with unity for kakurembo which is multiplayer oriented.