I had the exact same problem. And it was the exact same solution. The interesting thing for me is that it only happened to certain windows (eg the Steam friends list). It seems that the Windowblinds skin I'm using has its own shadows that it uses for certain windows - those were all fine. For certain windows though, it seems that ShadowFX was being used and 1.11 was messing up. 1.12 fixed it. I only noticed the problem after the Windows 10 anniversary update.