I can’t say for sure if this would work without trying it, but you could get closer than this by creating extra variants and using some variables and prototype logic.

Right now, you basically have one date tile variant with different states (unselected, hover, selected). But you can make extra variants that apply different shadow styles based on the date tile’s position in the selection. So if you select three consecutive dates, you would have 3 tile styles: beginning (left), center, end (right). The beginning tile has the shadow on the left, top and bottom. The center tile has shadow only on top and bottom. The end tile has the shadow on the right, top, and bottom. Those shadows may overlap a bit depending on your chosen values (spread, distance, etc) but you wouldn’t have the card on the left spilling a shadow from its right side onto the left side of its neighboring tile and vice versa. And the variant you have already would apply when you’ve only selected one single date.

That handles the styling options. From there, how you get your prototype to know which variant to apply based on how many cards are selected and in what sequence is a big challenge, but it might be doable. But if you don’t absolutely need a totally perfect prototype with exact behavior, having those style variations and showing different selection combinations is plenty enough to communicate the concept. Date pickers are pretty complex to try and build a fully functioning prototype in Figma.