Using my two SHN Utility configuration I am able to issue commands and get the respective responses back to the issuing SHN Utility even when two connections are active. However, the async ClusterResponse comes back to the incidence of the Utility that last issued a command (and got a response). That may be a characteristic of IP rather than EZSrve as it is only talking to a port.
Back in the dark ages when I did some client/server programming for a living the server kept one socket open for new clients to come in on and created a new socket on the server side and passed the new socket number back to the client which would then use the new socket number for all subsequent server communication. That kept each client connection isolated. Did not make any difference at V1 because it looks like IP would return the response to the incidence that last issued the command. Now that V2 has async ClusterResponse xml there may be a use for something more.