To make the shadow show, you have to set a background on your TabLayout. It can be the same color as your window background (as long as it’s a solid color with no alpha).
<android.support.design.widget.TabLayout
android:id="@+id/tab_layout"
android:layout_width="match_parent"
android:layout_height="?attr/actionBarSize"
android:elevation="6dp"
android:background="@color/white" />