Hello Wolf,
There is no (nor there should be and) affinity between a thread and an EJB proxy. The user can execute against an EJB proxy from ANY thread and not just the one that created it. It is at invocation time, the proper EJB context (Stored in the proxy code above) needs to be setup so that the EJBInvoker code from JBOSS sees the "right" context for THAT thread. Today, EJBContext has SELECTOR as a static so all threads will trample on each other when the code calls requireCurrent from multiple threads.
I hope I answered your question. Thank you for all your help in this.