is the camera set as the render camera? The x beside the Camera in the AM should be white if it’s black click the x to make it white (or choose the camera in the Viewport/Cameras/Scene Cameras menu)
pass the particles to a new group at the second bounce and pass that group to a PFreeze node – or maybe just activate a PFreeze at a certain age if the particles are consistent enough in their timing. Something like that, can’t test at the moment.
Don’t think it can be done as you describe (turning the Pyrocluster into an object). All you could do is render the cloud and use the image as a texture on a Background object or Plane or Sky etc.
for your crisp shadows set your lights shadows to Raytraced.
To get an invisible object to cast shadows add a Compositing Tag to the object and in the ‘Tag’ tab there uncheck Seen By Camera. As long as Cast Shadows is still checked (it is by default) it will be invisible but cast shadows.