I have a similar issue. I have a web service which responds using a callback. I can test this using a series of TestRequest/MockResponse steps, however when it comes to load testing to gauge performance, the MockResponse fails. I have tried changing the port but that does not seem to effect the MockResponse listening port (already saw a much older post on that topic) and also set an XPath query on the step. Dispatching the requests to the correct response seems the best option as that uses fewer resources and is less prone to environment related error but it looks like the threads do not quite share the same context.
Is there any way to conduct a load test using an async callback pattern?