What do i have to do to join highlighted group of faces with others, so shadow will be the same when joined. All faces are already part of same object (Joined them via Ctrl + J). I tried merging them and bridging them but without correct effect. Also i selected both edges and filled missing spaces (F), but shadow didn't correct. Both groups are completly together.
Looks like you have some backwards normals. First, select all geometry (A) and open the search bar (Spacebar or F3) and search Remove Doubles. Use this command, and any vertices that were not merged together and are very close together should be merged. This may not be the source of the problem, but it's good to make sure there are no double vertices. Next, press Ctrl+N (or Shift+N if you use 2.8). This should make your normals consistent. One other problem you mesh has, is a few faces have geometry which is very poor. This is a good tutorial to start with to fix the issue: https://www.youtube.com/watch?v=qqqYmanIpZ8
