If you want a wall between the zones then you really want a coupled wall: so will see wall & wall:shadow. That requires you to have used ShareTopology or have a multibody part (depends on which geometry tool you used).
System coupling is for Fluent-Mechanical runs or (I assume) Fluent-Fluent. Either way, it's not what you want here.
I suggest having a look at the various tutorials in the Fluent Help, and the lectures in Learning (book icon left-top) for some guidance.
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