glTF Export Issues When Importing To Blender

[NaturalGlitch]

This is also true for Unreal, but I know this is user error.
When I load the glTF into Blender, I set each part to alpha transparency, but the shadow still disappears no matter what I checkmark.
Also, once, a glTF character came out entirely pink.
And another time, when I did the alpha channel thing to make each part transparent (because this rig had a back to her), all you could see was her back, no matter how I switched the camera. She was facing forward before I changed the properties, so I'm at a loss.
I just wanted to use Blender's (and Unreal's) lighting engine to create shadows and such.
So, what am I doing wrong?