So it is now resolved. Made this change (along with the STEP bits above to remove the shadows) ... thanks to response on Reddit.
SkyrimPrefs.ini
[Display] bSAOEnable=0
***It was previously set to 1. Perhaps by the guide I was following that had BethIni set 6. Verify that Ambient Occlusion is set to Full. was the cause, I am not sure. Was only an issue at 2160p, not 1080p. Note that I didn't check 1440p. NVIDIA Control Panel doesn't support AO for Skyrim SE (Direct X version not supported). Maybe this post will help someone else. Final "fixed" screenshot attached. Note that it had to be cropped significantly as my upload limit for this post was capping the file size.