@Gobba If your web api instances are fully indeed stateless then I don’t understand why each instance would require its own queue. It seems all these instances being “subscribers” isn’t really correct as logically they are the same but just scaled out.
You state that you have calling clients that you want to send data to. Maybe a better approach is to use SignalR for that notification mechanism to respond to the connected client?
We have a sample that shows how to use messaging with NServiceBus and notifications handling with SignalR: