firstly, instead of configuring bridges why dont you just set up a 3 node cluster, that way messages will be load balanced around the noes.
regarding temp queues, these are not cluster wide so for this to work you will have to preconfigure the reply queue or create them on every node.
Sorry, I should have been a bit more specific regarding my needs, a few things prevent me from using a cluster.
I have 3 "types" of destinations that live at each server. Some are data topics that need to be replicated across all 3 servers, so each server has it's own copy of the data. Some are data topics that don't get replicated and only exist on a specific server. And last, some are request destinations that are used in the request/reply example I offered above.
It seems to me the only solution will be to create another group, reply destinations, that are used in the request/reply dynamic.
Don't know if it helps, but HQ has the ability to store all message ids in the header. Take a look in the user manual, chapter on JMS bridge, addMessageIDInHeader