The circles are a map. You are around human scale.
If the lightning was inside the circle the pillars would cast shadows outside. But, yes, the pillars are there for the shadows to help you discern which direction the lightning is.
The shadows do change according to your place on the map, but since, as I said, it is a map, it's imperceptible unless the lightning happens to be striking very close by.
The sound delay doesn't change. But again, since it's a map and not the territory, it would change in the scale about 0.08 seconds.