There are a couple possible reasons for this. My first question would be, do shadows ever work for you in Rhino? (I.e., do you see them in Rendered display mode, as below?) If not, you might want to refer to this post on supported graphics cards: https://discourse.mcneel.com/t/render-displays-no-shadow/8704.
If you do see these shadows, I'd recommend the following to repair the sun path tool:
Not sure if it's relevant, but the current renderer should be Rhino Render. If it's something else (Vray, etc.), I believe the shadows won't work. Because the sun path tool relies on Rhino Render, the settings also matter:
Changes to the environment (e.g. turning on skylight) can make the shadows disappear.
If these aren't the issue, maybe I can take a look over video chat.
I am having the same issue and I have tried all the recommendations mentioned above, but nothing seems to work, when I place the Sun Path in Grasshopper, everything in Rhino turns wireframe without generating shadows. Do You have any other recommendation?