I'm facing the same problem:
I have ejbTimeout (which has the @ejb.transaction "NotSupported") and inside ejbTimeout I call saveObject (which has @ejb.transaction "RequiresNew")...saveObject delegates the call to a DAO method where I call getCurrentSession();
The exception thrown was "Unable to locate current JTA transaction";
I modified the method where getCurrentSession was called (instead of calling sessionContext.getCurrentSession() I put the following code) :

Session s = (Session) session.get();
if (s == null) {
s = sessionFactory.openSession();
session.set(s);
}
return s;

(session is a ThreadLocal).
Now I'm receiving the following exception (I didn't include the full stacktrace):
Caused by: org.hibernate.HibernateException: Not able to obtain connection
at org.hibernate.jdbc.ConnectionManager.getConnection(ConnectionManager.java:113)

Any help would be appreciated.
Thanks.

I see your previous post and I am running into same issues when I set transaction to : "Supports". It complains that I have no JTA context. Did you find a workaround since your last post, I mean something not involving code but configuration ?
thx