For processing LiDAR data (allways in ASPRS format [*.las]) you must to install some external dependecies:

You can use LasPy Library (BSD License) to generate a three exposure hillshade from *.las ASPRS format:

    To install LasPy Library, you must launch the following line at OSGEO Shell:

        > python -m pip install laspy
    
    LasPy documentation is avaible at:
    
        https://github.com/laspy/laspy
