Eu estava tendo o mesmo problema e aconteceu que nada estava sendo transmitido para a pilha de jgroups.
Adicionar algo assim resolveu para mim:
<subsystem xmlns="urn:jboss:domain:messaging:2.0">
<hornetq-server>
<broadcast-groups>
<broadcast-group name="bg-group1">
<jgroups-stack>s3ping</jgroups-stack>
<jgroups-channel>hq-cluster</jgroups-channel>
<connector-ref>http-connector</connector-ref>
</broadcast-group>
</broadcast-groups>
</hornetq-server>
</subsystem>