So, my scene is a character under a spotlight. The volumetric effect shows up, like it should, but there's no shadows cast from the character inside the volumetric effect, only a cast shadow on the ground plane.
Now, fiddling around with the setting of EVERYTHING (incidentally turning me so crosseyed with indignation that I'm now able to visually inspect my own optical nerves) I found that I can get a VERY slight shadowing, when using the shadow map option on my spotlight. This shadowing, however, is very noisy, and no increasing of the shadow map samples seems to remedy this. When I try to do it with raytraced shadows, you know, to get shadows that actually look decent, no shadowing at all appears.
To sum up my scene: I have my model, enclose it in a poly box, put a lambert shader on it, go into the shading group and add a transmat to the material shader slot, and a parti_volume to the volume shader slot, connect the parti_volume to my camera and add the light to it's light linking. What the hell am I missing here? :S