Hi
WCL does not require any threads because it is asynchronous.
Multiconnect hard depends on drivers used. But usualy (except MS) you can not execute parallel connect operation. You should do Connect one-by-one (of course, it is possible to call Connect when other is sending).
Of course it will stop sending because HCI CONNECT command is exclusive and can not be executed with other operations. So driver stops any communication while connect is executing.
P.S. Please, use specified to Edition topics. WCL looks identical, but internal implementation may be different.