See here too:
Multiple asynchronous interactions are best handled with multiple asynchronous sockets.
I found the best way to not run into issues as described above (or their often complex handlings) is to have a custom class that creates URLConnections by demand, keeps them alive and does their event handling. And it’s very easy to keep track of sequential server operations when you attach a custom content tag property to that subclass.
IMHO, Xojo using the same metaphor for stationary sockets like serials for asynchronous sockets too is a bit misleading, at least when you use asynchronous operations. You will always feel the need to subclass it (or risk running into send attempts while still sending and the like).