It is certainly true that shadows tend to be fully black in space, but the nearby planet will also serve as a somewhat dimmer light source, reflecting the Sun's light (or whatever star this planet orbits). A strong, white infinite light, with hard edged raytraced shadows set to 100% and angled to match the apparent illumination of the background planet, will do for the star, and a second, much softer light coming from the direction of the planet will provide a bit of fill. Be sure to also set this light's shadows to 100%, but they should also be set to soft.
Note: if you set up the lights as mentioned above, be aware that from this camera angle much of the station should be in silhouette. The planet is clearly being illuminated by a star above and to the right of the screen, and (importantly) coming from slightly behind the planet (into the screen). Great work, though, looking forward to seeing more. Well done!