As said in the microsoft link (tried several times as well), multisampled shared textures are not allowed (actually texture must also have no mip level(s), as additional info)
The only way to share the texture is to create a non multisampled version (same format/parameters), then use
DeviceContext.ResolveSubresource
in SharpDX to convert the msaa texture into a non multisampled one, then you can share the result of that.