Could be a few things. First check the JNDI Console to be sure you''re looking up the right address in EJB_NAME:
Won't be the Interceptor; you're simply doing a lookup of an arbitrary object in JNDI.
Are both app servers JBoss AS? If not, you might need the following properties to obtain your Context:
properties.put("java.naming.factory.initial", org.jnp.interfaces.NamingContextFactory"); properties.put("java.naming.factory.url.pkgs", org.jboss.naming:org.jnp.interfaces");
Maybe these can give you some more insight...