I just tried this and it worked.
First take one of your clips and put it in a separate group. Use this clip to set the shadow the way that you want it.
Now select all the other clips. I did this by clicking on the top one and shift clicking on the bottom. Now group all those together with Shift-command-G. This will put another group inside the original one.
Finally re-select the clip with the drop shadow. Now drag the drop shadow from the inspector by clicking and dragging in the area where the words drop shadow are typed. Release this on top of the new group in the layers tab.
For some reason this only worked after I re-grouped the other layers. This was in Motion, as I haven't installed Motion 2 on this laptop.
-V