We propose a formulation of the Shifted Boundary Method, an immersed/embedded/unfitted boundary method, for transient thermo-elasticity problems characterized by very complex geometries. With an extensive set of numerical experiments, we demonstrate that the SBM performs accurately and robustly, even when the geometry is represented in stereolithography format (STL, or Standard Tessellation Language) with gaps and overlaps. We conclude with a thermoelastic analysis of an advanced fluid tank design, obtained with topology optimization methodologies and a candidate for additive manufacturing processes. This final example represents what is foreseen as the typical application of the SBM in the context of the simulation of additively manufactured components.