I'd say MDC is probably your best bet.
FWIW JBoss EAP 6 does not use log4j. Applications that use log4j are supported, but log management is done through the jboss-logmanager you linked which is an extension of JUL.
WRT to log4j2, I have no idea. One would hope MDC works with asynchronous loggers though. There is no support out of the box in JBoss EAP or WildFly for log4j2 though.
James R. Perkins