The shadow does not appear directly under the nose, but slightly on the side, reaching in toward the side of the face.
Loop lighting is one of the most flattering lighting effects for any subject. Loop lighting is created when a small shadow of light (slightly "loop" shaped) is formed on the side/slightly under the subject's nose. The shadow does not appear directly under the nose, but slightly on the side, reaching in toward the side of the face. It can be small and subtle or can stretch all the way down to the corner of the mouth. Below is one example of loop lighting: