SeparateConnections.cs

using System;

using System.Data.SqlClient;
using System.Threading.Tasks;
using NServiceBus;
using NServiceBus.Persistence.Sql;

class Program
{
    static void Main(string[] args)
    {
        Start().GetAwaiter().GetResult();
    }

    static async Task Start()
    {
        var config = new EndpointConfiguration("SeparateConnections");
        config.EnableInstallers();
        config.SendFailedMessagesTo("error");

        var persistence = config.UsePersistence<SqlPersistence>();
        persistence.SqlDialect<SqlDialect.MsSqlServer>();

        persistence.ConnectionBuilder(() => new SqlConnection("data source=.\\sqlexpress; integrated security=true; initial catalog=nservicebus"));
        var subscriptions = persistence.SubscriptionSettings();
        subscriptions.DisableCache();
        subscriptions.ConnectionBuilder(() => new SqlConnection("data source=.\\sqlexpress; integrated security=true; initial catalog=nservicebus1"));

        var timeouts = persistence.TimeoutSettings();
        timeouts.ConnectionBuilder(() => new SqlConnection("data source=.\\sqlexpress; integrated security=true; initial catalog=nservicebus2"));

        var routing = config.UseTransport<MsmqTransport>().Routing();
        routing.RegisterPublisher(typeof(MyEvent), "SeparateConnections");

        var endpoint = await Endpoint.Start(config);

        Console.WriteLine("Press <enter> to send a message");
        while (true)
        {
            Console.ReadLine();

            var sendOptions = new SendOptions();
            sendOptions.DelayDeliveryWith(TimeSpan.FromSeconds(5));
            sendOptions.RouteToThisEndpoint();
            await endpoint.Send(new MyMessage(), sendOptions);
        }
    }
}

class MyMessageHandler : IHandleMessages<MyMessage>
{
    public Task Handle(MyMessage message, IMessageHandlerContext context)
    {
        return context.Publish(new MyEvent());
    }
}

class MyEventHandler : IHandleMessages<MyEvent>
{
    public Task Handle(MyEvent message, IMessageHandlerContext context)
    {
        Console.WriteLine("Got event");
        return Task.CompletedTask;
    }
}

class MyMessage : IMessage
{
}

class MyEvent : IEvent
{
}