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I'm gathering wait types on a load test environment, and the second biggest wait type is QDS_SHUTDOWN_QUEUE. The stats are coming from sys.dm_os_wait_stats, but I can't find any documentation that explains what that particular type means.

I'm running SQL Server 2014, SP1 on a physical Windows 2008 R2 instance (no VM involved).

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It's Query Data Store related and you can safely ignore it.

Query store is a new feature in SQL 2016.

Refer to http://www.sqlskills.com/blogs/bobb/more-xevents-in-sql-server-2014-ctp1-dont-wait-any-longer/

Edit:

Below confirms that I was correct - You can safely ignore/filter out this wait type.

Paul Randal has commented in his Wait statistics, or please tell me where it hurts

Dave Mc: Any thoughts on QDS_SHUTDOWN_QUEUE? It’s currently the top reported wait from one of our SQL 2014 prod instances.

Paul Randal : It’s for the Query Store in 2016 – you can filter it out.

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