Hey Jitendra,
I have an application that receives 3 different types of messages that get consolidated into a single message and yes the order they are received is unknown.
I used a Parallel Actions shape to accomplish this. Each branch has a Receive Shape listening for one of my 3 message types. The Parallel Actions shape will not continue until each branch has completed. Therefore before constructing the single message all 3 message parts WILL be received.
I have had this application running for 7 months now without any issues.