Natural and CICSPLEX

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Natural Mainframe/CICS used and 8.2.3 level:

Detailed explanation of the problem: Can someone please explain to me how Natural operates in a CICSPLEX environment? Does the session remain in the same CICS address space where it started? Or can it “wander” from one CICS region to another (even on a different computer) with each (pseudo-conversational) enter? If so, how are the Natural threads maintained?

Error messages / full error message screenshot / log file:

Question related to a free trial, or to a production (customer) instance?