It seems that the DirectionalLightShadow is always looking at Vector3(0,0,0).
Although I have tried to set a different direction for it below, it still appears to be looking at (0,0,0). The light.shadow.camera continues to face towards the origin.
var light = new THREE.DirectionalLight(0xffffff, 1)
light.position.set(20,0,20)
light.lookAt(new THREE.Vector3(400,400,400))
light.castShadow = true
You can view my code on CodePen here: