Looks like a serious bug, if you (other readers) have not moved to 5.3 yet I would not recommend doing so until we figure out the cause here. I notified some people and we will investigate further, but we'd like a ticket, especially if your application makes this easy to reproduce. I did reproduce the 'failed to remove session' warning but not the maximum threads in use warning yet, which probably only happens after a significant amount of sessions are stuck.
Update: This is indeed a bug, version 4.8.1 was JUST released to fix this issue and 5.3.1 will follow shortly.
Update: 5.3.1 was also released.
Update: The maximum threads in use issue was resolved in 5.3.2 on the 16th of April (4.8.3 also contains this fix and more).
Update: Another fix is in 5.4.1, which solved a memory leak in the web services handling.
With 5.3.1. the warning on logout has gone.
However, the problem with the webservices is still there.
I'm using an app to load data in the Mendix application via webservices. It starts 16 parallel threads to call the Mendix webservices, using a single webservice user account. The contents of each webservice call is unique.
With Mendix 5.2, the throughput would be around 2000 webservice calls per minute. Which means the Mendix application could handle 2000 login & logout actions per minute and could handle this for hours non-stop.
Since 5.3, this is no longer the case. Within 15 seconds the Mendix application stops accepting login requests.
Final fix for this issue came with the release of 5.4.1, which solved a memory leak in the web services handling. Now it is once again possible to send millions of web service requests to our Mendix applications.