[Madfenix]

I just new model for Iron Dragon... it looks cool if it doesn't get this bug...

The model shadow doesn't appear correctly... what caused this? and how can i repair it?

And how to add jetcontrail/smoke? and death explosion effects?

Here:

[Flyby]

This is a typical error when you have an incorrect model. It originates from double faces or faces whose normal is not oriented outwards.
A good model has only faces that are pointing outwards, so you should have only one upwards and one downwards normal on your top/bottom faces.
You'll need to rebuild your model, or find and deleted the offending polygons...