Lighting issue with staircase

XaniMac  I did a test build to see if I could reproduce what you are getting.  I tried to match your build as best as I could.  My test build didn't have the shadows above the stairs that you have in either build mode or live mode nor does it show up using the Tab key nor in first person view with candles lit or unlit (See my pic below).  I even tried placing spandrels above the fences around the stairs which made no difference.  So, I am not sure what you have going on exactly.  When I first saw your pics, I thought it might be the difference between how shadows work for candle fixtures and "electric" fixtures, but it doesn't appear to be that.  I simply could not find a way to get the shadow effect you show to happen for me.   So, the only things that I could think of that might be causing it are: 

1. Different game settings. I run my game on Utra with all the other settings on either high or very high.  My lighting setting is very high. Or the color and density setting on the light fixtures.  I left mine on the default. 
2. Or if it could be caused by a lighting mod or possibly if you use other mods that somehow affect lighting levels. 
3. And finally, if you use an add on program such as Gshade or Reshade.  If you are using any mods or add on programs, I suggest you remove them and test to see if the issue is still there. 
4. One last thing that I thought of is it being possibly due to the order you did things.  I built my test build in this order after building the 2 levels of one room each.  I built walls around the stairwell area, changed the walls to fences, deleted the floor, installed the candelabra and other lights and finally placed the stairs.  I configured the turn in the stairs elsewhere on the lot before moving them into final position.  To match the size of the candelabra in your pic, I used the "[" once to make it smaller after placing the stairs. 

In the end, I simply couldn't reproduce what you have.  Maybe something I've posted here will help you find the cause and fix it.  I'm sorry I couldn't be of more help.