Thanks for the answers guys. And for all the praises. I'll try to explain better what my dilemma is.
I'm using z order plugin for all the sprites. The best way is to cut the shadows and let them arrange along with all the objects. Even better, if I left them with the object (most of the objects are with their shadows atm) they usually get good results.
But the problem is that when you get 2 shadows on top one of another, you get double dark shadow. So my best option atm as i see it is to leave it like that(the object count drops x2).
@TELLES0808, I hope there is something i really dont understand about blending modes, but i dont think if all stuff are at one layer, the shadows, even seperated from objects, can blend correctly, cutting only other shadows out.
So my second option is to gather all shadows and place them in a layer, and the layer gets 50% opacity, so the overlapping of shadows look good but there are another issues. Z order plugin works only per layer, so all the shadows would be over or beneath the sprites in the main layer.
@Yann here are some examples of the downsides of that option:
Shadow is in upper layer:
Shadow is in lower layer:
And last @GenkiGenga i dont think hiding shadows on overlap is good idea... it will result some popping. My best hope is that it can be achieved with some kind of blending mode or something, but i really dont see how.