I needed a simplified definition of thermal stress in semiconductors, to understand the braking of crystallizing thin film when heated at certain temperatures.
Residual stress is a process-induced stress, frozen in a molded part, that exists in a body in the absence of external loading or thermal gradients. In a structural material or component, residual stresses exist in the object without the application of services or other external loads. They affect a part similarly to externally applied stresses.
As said M. Abdelnabi Ali, your component does have residual stresses induced during the producing process of your component. It is also present at room temperature.
Moreover if you heat your component, thermal stresses are added and develop between the different materials composing your semiconductor. These thermal stresses are due to different thermal expansion coefficients between each single material.
In my previous answer I read the text, which says "thermal stress," not the title which says "thermal residual stress."
If you restrict the question to residual thermal stress, and Abdelnabi Ali defines residual well above, then those come from differential thermal expansion of multiple materials when cooling from some processing temperature.