Adding multiple requests to same thread group also seem to run sequentially.
I know you can start thread groups in parallel but I want all thread groups to run or start in parallel for the SAME user.
And then you have the synchronizing timer that starts multiple users at the exact time http://jmeter.apache.org/usermanual/component_reference.html#Synchronizing_Timer But this does not scale all users concurrently based on throughput and is very hacky i.e., you have to parameterize your users and the group by in such a way to match expected throughput and number of requests per user
Right now, the work around is to create an HTML page to trigger download embedded resources in parallel for same user in one thread group but that is ugly and only works for GET requests. Also this is very buggy and runs very slow besides occupying full CPU and the throughput is 1/10th of a separate parallel test showing that this does not work correctly.