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

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.

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);