Ah, I see the issue. It’s outlined here: https://wordpress.stackexchange.com/a/195433
So you would need to add this function to allow text-shadow:
add_filter( 'safe_style_css', function( $styles ) {
$styles[] = 'text-shadow';
return $styles;
} );
Alternatively, I would suggest giving it a class, and then writing CSS for it. That way you have way more control over the styles, especially on mobile etc..