I had thought maybe what you were asking was how to add a shadow for the county feature. For example, if you have a raster of a county, like maybe just a single value raster of a county on a background of nodata, and you want to add a shadow to the county only, if you try to shadow the raster you will get a shadow of the entire raster rectangular extent, not of the county only. The only kind of shadow you’ll get from a raster is of the extent. If you want a shadow of just the polygon boundary of a feature, then you would need to vectorize it and then make the shadow from that.

If you want to make a shadow of the vector of the county, then the trick is to make a copy of that poly feature and offset it to the left or right and up or down as you would like the shadow to appear -- than shade that the color that you want the shadow to appear as. We used this effect on the Oregon Earthquakes map to Create a drop shadow effect for geographic features.