If you have a nonlinear temperature field, e.g. if you heat one spot on the sample, it will result in nonlinear stress and strain fields. The principal strain directions will vary across the sample. Macroscopically, your sample can then be sheared in relation to your choice of coordinates.

Dear Engineer,

Depends on your material which it is isotropic, orthotropic, or anisotropic. In most cases, this phenomenon usually occurs when material has orthotropic and anisotropic thermal properties.

Indeed like Stefan said if you have a thermal gradient, it might shear the material due to differential in thermal expansion

It depend on the temperature distribution, material properties , and the geometry (shape) of the sample

Thermal stress is generally expansive (or compressive).  If your material is uniform and you heat a spot then yes you will get some shear forces that naturally add up to zero.  I am wondering if you mean this as a local constitutive feature e.g. if I heat a rectangular block with a uniform thermal gradient (so there are no second order terms).  If the crystal axis of the material is oblique to the thermal gradient and the thermal coefficient is a tensor then the block will become rhombohedral.  Is this what you mean? Thermal stress can then give strain.  Constraining the system results in stress.  Maybe the effect should have been called thermal strain to begin with.