Okay, all the comments were helpful here.
With RenderDoc, I found a warning that the depth stencil buffer size is not the same as the render target view size, so I had to create a depth stencil view for each render target view based on it's size.
I also found that I have uninitialized variable m_depthEnabled
@Hodgman: I'm still trying to get RenderDoc to work, it's still crashing, please check out my above comment
@Krypt0n: Number 8 failed hence number 7 failed as well