In the D3D12Multithreading example, shadow map sampler shouldn't be using D3D11_TEXTURE_ADDRESS_CLAMP mode.

Any objects outside the frustrum of light camera should be in shadow, and D3D12_TEXTURE_ADDRESS_MODE_BORDER should be used here otherwise its no use setting BorderColor for D3D11_TEXTURE_ADDRESS_CLAMP.
Original code:

        D3D12_SAMPLER_DESC clampSamplerDesc = {};
        clampSamplerDesc.Filter = D3D12_FILTER_MIN_MAG_MIP_POINT;
        clampSamplerDesc.AddressU = D3D12_TEXTURE_ADDRESS_MODE_CLAMP;
        clampSamplerDesc.AddressV = D3D12_TEXTURE_ADDRESS_MODE_CLAMP;
        clampSamplerDesc.AddressW = D3D12_TEXTURE_ADDRESS_MODE_CLAMP;
        clampSamplerDesc.MipLODBias = 0.0f;
        clampSamplerDesc.MaxAnisotropy = 1;
        clampSamplerDesc.ComparisonFunc = D3D12_COMPARISON_FUNC_ALWAYS;
        clampSamplerDesc.BorderColor[0] = clampSamplerDesc.BorderColor[1] = clampSamplerDesc.BorderColor[2] = clampSamplerDesc.BorderColor[3] = 0;
        clampSamplerDesc.MinLOD = 0;
        clampSamplerDesc.MaxLOD = D3D12_FLOAT32_MAX;
        m_device->CreateSampler(&clampSamplerDesc, samplerHandle);

Should be modified to:

        D3D12_SAMPLER_DESC clampSamplerDesc = {};
        clampSamplerDesc.Filter = D3D12_FILTER_MIN_MAG_MIP_POINT;
        clampSamplerDesc.AddressU = D3D12_TEXTURE_ADDRESS_MODE_BORDER;
        clampSamplerDesc.AddressV = D3D12_TEXTURE_ADDRESS_MODE_BORDER;
        clampSamplerDesc.AddressW = D3D12_TEXTURE_ADDRESS_MODE_BORDER;
        clampSamplerDesc.MipLODBias = 0.0f;
        clampSamplerDesc.MaxAnisotropy = 1;
        clampSamplerDesc.ComparisonFunc = D3D12_COMPARISON_FUNC_ALWAYS;
        clampSamplerDesc.BorderColor[0] = clampSamplerDesc.BorderColor[1] = clampSamplerDesc.BorderColor[2] = clampSamplerDesc.BorderColor[3] = 0;
        clampSamplerDesc.MinLOD = 0;
        clampSamplerDesc.MaxLOD = D3D12_FLOAT32_MAX;
        m_device->CreateSampler(&clampSamplerDesc, samplerHandle);

Open the D3D12Multithreading example and locate the shadow-map sampler descriptor shown in the issue. Change its U, V, and W address modes to BORDER while retaining the specified border color, then build or run the example to verify the sampler behavior.