The development of the shadows becomes more clearly if we observe the radiation paths (see picture below). We are - again - using the birds-eye-view.

The red and green lines mark the real radiation paths. The rays are reflected on the mirror concerning the laws of reflexion. The black lines mark the position of the mirror image. We know: incident angle = emergent angle (lead is orange). Through the reflexion the object is illuminated from two sides: one side directly and one side indirectly through the reflected light. Two shadows are created through the double illumination. You can use the same consideration for the virtual object.

The overlapping of the shadows creates an umbra (dark area) and penumbra (light-grey areas).

Can you think of another mirror law when you look at the image?