Time for a little Zerrie throwback - I believe this photo is photoshopped.
The shadow behind Zayn makes sense - you can see an open-legged shadow of Zayn’s legs, as well as a side-profile shadow of Perrie.
However, the shadow behind Perrie doesn’t make sense:
Perrie is standing with closed legs, but the shadow behind her has open legs, and thus must be a shadow of Zayn.
While yes it’s true that a person can have multiple shadows coming from multiple light sources, I don’t think there’s any possible way for Zayn’s shadow with open legs in full view to be perpendicular to him. Shadows have to start where the feet meet the ground, and this shadow definitely does not.
There is no natural way I can see for that shadow to occur.
Edit: longer tl;dr explanation here if the above doesn’t make sense to you.