CSS box-shadow vs outline

There is a serious caveat to using box-shadow as a focus indicator. It doesn't work in Windows high-contrast themes.

When a Windows high-contrast theme is turned on, web browsers which support it will override certain CSS properties. Firefox, IE, and Edge do this, but Chromium-based browsers don't (as yet).

• Foreground colours are overridden, to match the Windows theme. This applies to text, borders, and outlines.
  • Note that the CSS transparent keyword is a colour value, and it is also overridden here. A transparent border becomes visible.
• Background colours are overridden, to match the Windows theme.
• Background images are removed (including CSS gradients) in IE and Firefox.
  • Edge preserves background images, but applies a solid background colour to text. So parts of the background image may not be seen.
• box-shadow is not applied, so it won't work as a focus indicator.

The following focus style will NOT be seen when a Windows high-contrast theme is in effect:

a:focus {
  box-shadow: 0px 0px 5px 5px rgba(0,0,255,1);
  outline: none;
}

There is an approach which can work however. Instead of removing the outline entirely, make it transparent while leaving the outline style and width in place. When a Windows high-contrast theme is in effect, box-shadows won't appear, but the outline will appear because the transparent colour is overridden.

a:focus {

  /* Visible in the full-colour space */
  box-shadow: 0px 0px 5px 5px rgba(0,0,255,1);

  /* Visible in Windows high-contrast themes */
  outline-color: transparent;
  outline-width: 2px;
  outline-style: dotted;
}

Is it considered a good practice to replace outline with box-shadow? Are there any caveats of doing so?

The WCAG has a specific failure for that:

F78: Failure of Success Criterion 2.4.7 due to styling element outlines and borders in a way that removes or renders non-visible the visual focus indicator

Note that users may want to customize their own outline indicator for their own particularity (better contrast, specific color, size, ...). So by removing it and replacing it with box-shadow, you won't let their own settings take precedence over yours.