As a whole, you've done a great job in tackling the construction of all of your wheels, and you've explored a great variety of different kinds. The water wheel was an especially interesting one that definitely ended up being quite a bit more difficult for you. While the main construction of it was handled well, the slats along the outside of the wheel are all oriented in pretty random ways. Looking at water wheels myself, I can see that those slats actually are oriented in rather strange ways (not all aligning to the central axle) but they don't jump around quite as much as they did in your drawing. Just something to be more careful with in the future.

The complex rims on #20 are a similar kind of challenge, but one you definitely had far more success with. Handling those kinds of winding curves is definitely difficult, so you should be proud of how you managed that one.

Now, as I said, your construction is for the most part on point. So let's talk about the tread textures. To answer your question, cast shadows by their very nature do fall upon other surfaces, and in doing so they define the relationship between the form casting the shadow and the form receiving it, while also defining the curvature of the surface that receives it. As long as the shadow falls upon a different surface, and that the shadow is the result of such a relationship between forms rather than the relationship between the one surface and the light source, you're in the clear. Short answer: what you did there is fine, conceptually.

That said, there are still a bunch of issues with your gear as shown here, and in a number of places you still filled in the side plane of certain treads' textural forms, rather than focusing on the shadows they cast on their neighbouring surfaces. That isn't to say there aren't some that are done well - for example, 18 looks correct for the most part - but looking at examples like 22, the filled black shape implies that it's on the surface of the big chunk.

For all intents and purposes you do seem to understand the concepts, but when it comes down to actually putting the shapes down, it's very easy to get confused simply because we're not working off clear outlines of all of our forms, so there's a lot more to keep straight in our heads. Since you do understand the principles, all that's left is just to keep practicing with it.

As far as this challenge goes, you've done a great job, and my primary focus is on the construction of the wheels, which you've got down quite well. As such, I'll go ahead and mark this challenge as complete.