This RJVM has already been shutdown
Error
Could not connect to remote service [ejb.services.myEjb]; nested exception is java.rmi.ConnectException: This RJVM has already been shutdown 4967659282374941940S:myServer:[7404,7404,-1,-1,-1,-1,-1]:myDomain:myEjbInstance
Explanation
Your EJB instance tries to lookup for a remote instance which seems to be shutdown. There may be many causes: IP / hostname resolution failed, remote servers are actually unreachables (such in the case of network issues), etc. Another potential issue may come from a bug in cluster management by WebLogic. Such a bug was identified and fixed by BEA with version 8 release ; yet, the bug may have kept on occuring on later version (9.2 in my case).
In my current case, the issue was that webservices, theorically deployed in the same WebLogic, were not started. Once the web services started, the issue vanished.