Sure, i can post the screenshots. Please take a look:
1. UV only: one texture, everything is ok

2. ENV only: one texture, ok

3. ENV(first stage)+UV(second stage) with MODE_ADD, there is no black shadow


4. UV texture with black dots, just to show You the texture on the object:

5. The same as in point 3, so ENV+UV(MODE_ADD) + UV white texture with black dots(3th stage)MODE_MODULATE

As You can see the shadow on the object should be black, but it's not. The black fragments of texture on 3th stage with MODE_MODULATE are black, but shadow not....
I've checked it and this is for sure not MODE_BLEND...i don't know why the shadow is not covering the firt texture... Maybe could You do something with this?
Everywhere the same parameters,the ambients colors:
world=(50,50,50)
shadow=(5,5,5)