If you are going to use the java:jboss/exported namespace through remote-naming approach then you are supposed to register the initial context factory in the JNDI properties. Take a look at this testcase for example https://github.com/wildfly/wildfly/blob/master/testsuite/integration/basic/src/test/java/org/jboss/as/test/integration/naming/remote/ejb/RemoteNamingEjbTestCase.java#L75
Your approach is OK for non-clustered ejb, but does not work clustered ejb. It is the reason why I used EJB client API approach instead of the legacy JNDI approach.
If EJB client API approach is used, Is a custom JNDI name unsupported?
How do I configure clustered environment with your approach using java:jboss/exported and the initial context factory?