Is there any way to make the sunlight cast shadows in an interior cell where you have applied a Sky and use Sky Lightning?
The sun does do this in exteriors, but it's completely absent from "fake-exteriors" aka interior cells with skies.

Do you mean have the sun move and casts shadoaws depending on the time of day? Becuse I have no idea how to do that.

You can fake shadows with the skybox lights, the lights shaped like cones. Those will cast shadows on anything that comes between them.

Put a shadow casting spotlight where the sun is supposed to be shining from. Give it a very pale blue/ near white colour and adjust the size, angle and distance to suit your needs.

Isn't there a "Use exterior lighting" Toggle in the cell edit window? I remember ticking it once by accident and my interior cell was suddenly light up like an exterior cell. The problem there is the light is cast through tilesets, so if you have a cave type area, the cave will be fully lit during the day.

Otherwise, you will have to use shadow casting lights to get that effect. If you want them to move, maybe make several and run scripts on them to enable and disable by the hour, similar to the script that handles exterior lighting going out during the day. Or maybe even make a light transform via script by the hour.