This might not be a bug but me misunderstanding the use of the components, but...
I've put multiple elements in one single container to build something like a more complex card.
Then I've added both shadows and a border to the container to give it that 'card' look and feel. It's reflected accurately inside the builder, but neither the shadow nor the border are showing up in the preview mode.
Shadows are enabled.
I'm attaching a screenshot of how it looks inside the composer.