The business requirement is, we need create a JTA/XA transaction among Mendix DB & external DB. we can assume both DBs has XA JDBC drivers. In case of it, Does Mendix support JTA transactions. If not, is there any workaround for this business need?
Probably not by default but you can always extend Mendix by using Java actions and accomplishing this yourself.
Look at https://docs.mendix.com/appstore/connectors/database-connector for more information about database connectors in Mendix.