Sounds like you need xa-tx-datasource rather than local-tx-datasource
Thanks for suggestion. Resolved problem. Actually it is bug in MySQL driver or DB problem (MySQL 5.0.45, MySQL connector 5.0.7, JDK 1.5.0_12, JBoss AS 4.2.1.GA). <xa-datasource> is also doesn't work for MySQL, played with different variations like <track-connection-by-tx/>, <no-tx-separate-pools/>, <new-connection-sql>set autocommit=1</new-connection-sql> etc.
After switching to normal DB2 DB and drivers my original test case with <local-tx-datasource/> start working.