Container Managed Transactions - Asynchronous method calls

Question

The below is my requirement: 1. An MDB receives a message

2. Triggers a asynchronous method in another session bean - asynchronous because this method will be a long running thread and we don't want to hold the MDB thread for long time. The asynchronous method read's records from DB, processes them and calls #3.

3. Writes to another MQ and then inserts some data into DB. POSTING TO MQ and DB INSERT should be in one transaction.

Here is the implementation :

For #1 - Using an MDB - container managed transaction without any transaction attribute.

For #2 - A stateless session bean - container managed, asynchronous, but transaction attribute as NOT_SUPPORTED (not supported because this is a long running thread, so don't want the transaction to be timed out).

For# 3 - A stateless sessions bean (invoked from #2 for every record that's being read in 2 - executed in a loop) - transaction attribute - REQUIRES_NEW because this method posts to MQ and Inserts into DB.

Issues:

1. Runtime Exception - When I throw a run time exception from #3, the next records are not processed - the session bean just exits.

2. Exception - When throwing a custom exception, the message on the queue is not reverted when DB insert fails.

What is the best way to implement or resolve this issue.

I did my best to give details - appreciate any help on this.