Response of the noise shaping filters:

4kHz sine wave at -90dBFS, 16-bit, 44100 with no dither:

With TPDF dither:

With noise-shaped dither:

This shows what can happen if too little dither noise is fed into the noise-shaping algorithm. In this case, TPDF at an amplitude of 0.5, with a sine wave at 8.82kHz: