Setting TCL in the MBean that does the work to the classloader of the MBean class fixes these naming lookups. I also needed to define the connector-ref in standalone.xml to get it to work
<subsystem xmlns="urn:jboss:domain:messaging:jms:1.0">
<connection-factory name="testConnectionFactory">
<connectors>
<connector-ref connector-name="in-vm" backup-connector-name="netty"/>
</connectors>
<entries>
<entry name="ConnectionFactory" />
</entries>
</connection-factory>