Waterfall_13
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If by "shading" you mean smoothing, then in Max, for example, there is an option to adjust this smoothing, and it looks good at angles greater than 90 degrees. I am 99.9999% sure that Blender has a similar function.
Of course, it exists, and I am already using it on this model.
The poor shading there might be due to something else, and that is precisely why cuts were made under the areas with windows.
As for the magic with all these windows using Height and Normal maps. Firstly, I'm not particularly good at drawing (yes, I can do something like that in Substance, but I'm not very good at it). Secondly, the number of man-hours for all these tricks, not only for the windows but also for other elements using Height and Normal maps, would be the same or even greater than the number of man-hours spent on creating a new mesh over the existing one. And such things bake quite well; I was convinced of this when working on the Guild of Magic from the Tower city.