Considering I have a message on which I use .setProperty(String,String) do some processing and at some point I rollback. When my message comes redelivered will it have the property I set ?
You mean, you received a message did some work, set a property and rolled back the ACK?
the message will be resent and you will get a new copy of the message. That means the new message will come with the original content of the message.
Retrieving data ...