They worked on XE7, for instance.
Now, the HTTP's callback start working, but after about 30s, a 12002 exception is raised and the callbacks stop working.
It's a communication timeout that isn't handled.
A workaround is to send a broadcast from the server to the callback channel every 17 seconds (so the call from the client will get a response and not a timeout). But on XE7 this wasn't necessary, it worked just fine.