Among several new features in MoBu 2015 we have a new dynamic lighting shader with shadows. But this shader inherit bug from his elder brother, dynamic lighting shader. The bug appears when you are trying to put a spot light on a model with normal map assigned.
The result is like that
To fix that, you can make some changes in shader code. The source file of a shader you can find in MotionBuilder\bin\System\shaders folder. You will need to change LightingPS.cg and LightingShadowMapPS.cg (for MoBu 2015). Make some copies before. Changes code I have uploaded on my github gists.
After that I have a much better picture with my spot light.