Ok so here are my thoughts:
Point lights shining through walls is just normal and I dont think that most or even any of todays graphics engines care about this. Normally it's the light artists job to place spot lights and point lights in a appropriate way. The easiest way to get rid of it is to use shadowmaps but in complex scenes and in games where the player is capable of placing nearly an infinite amount of light entities this will kill every system. What you could try is to change the light volumes of each light individually. Instead of drawing a sphere use a box and cut out everything that is behind a wall.
If you want to implement point light shadows you could look into Dual Paraboloid Shadow Mapping:
Maybe there are better and newer techniques but I cannot think about any at the moment. Of course you can go with any shadowmapping technique you like, then you just need to draw a bunch of shadowmaps per light.
I didnt read the whole soft shadow tutorial but it seems that they are just using a simple blur which should not use 400 MB but I dont know your engine setup.
I think you just need to read through some different techniques and choose the one you like the most there tons of tutorials and examples out there. My personal favorit is Variance Shadow Mapping:
It is easy to implement and easy to combine with CSM or Parallel Splits or whatever you choose and gives the possibility to use linear filtering methods, gauss and even MSAA.
Now some words about the issues you wrote about in the old thread:
I think the bright center is basically a different material for light entities boosting the light power so that the bloom can give it a halo. And The Witcher is using a strong bloom there a bit too strong for my taste. The background where the light is shining through the wood and getting a blue halo is a slight overkill. If your lights are to dull overall you could also try adjusting your tonemapper. Lowering the white value will make the colors burn out earlier and produces brighter images but you will also loose more details.