I don't see any parallax mapping, can you point it out?
The stone pavement at the start of the demo, definitely have some kind of parralax effect.
I know I was also one of the individual who complained about the lack of self shadows on certain characters. Looking at games like Dante's Inferno which has the SS, makes me wonder why hasn't Santa Monica team implemented it yet. There's still hope though, seeing how Resistance 2 fixed that in the last minute. Also there are more shadow casting light sources than people are suggesting here, check out the hall way with all the torches, they cast shadows, the fire projectiles from the bow also cast shadows if you go back to see, as for the orbs I imagine them be some sort of self illuminating objects which don't cast shadows as seen in real life.