The root cause with my code were the Projection and View matrices.
While I stored the world matrix correctly:
sChangesEveryFrame.mWorld = XMMatrixTranspose(XMLoadFloat4x4(&worldMatrix));
I did not do it with the other two:
sNeverChanges.mView = XMLoadFloat4x4(&ViewMatrix);and
sChangesOnResize.mProjection = XMLoadFloat4x4(&ProjectionMatrix);
The shader has to use a transposed version of the matrices.
AlzPatz - I will get in touch with you via PM.