I haven’t used Axon in combination with JMS myself. I am more a fan of AMQP, as it relies less on the JVM. AMQP is more interoperable.
Distribution of commands are completely unrelated to distribution of events. The Distributed Command Bus can be used for loadbalancing, but also for using connecting multiple components to eachother, using a single (logical) command bus. That way, it doesn’t really matter whether another component is deployed in the same JVM, or on a completely different machine. Distributing events is needed when other nodes need to be able to read the events produced by any of your command handling nodes.
3.Since they’re two pieces of distinct configuration, you can just configure both in your application. There shouldn’t be anything special about this.