The "order" attribute really doesn't make any sense when you add a task executor because both tasks are executed asynchronously; interrupting the "second" thread might be too late. To answer your general question, no, a failure on one thread will not interrupt others.
If I understand your use case correctly, you should be able to do what you want using the new 2.2 <request-handler-advice-chain/>
feature, where you can add an ExpressionEvaluatingRequestHandlerAdvice
to take different actions, based on success or failure. This is discussed in this blog... http://blog.springsource.org/2012/10/09/spring-integration-2-2-retry-and-more/ and, specifically the sample code it references (for the ftp adapter)...
<int-ftp:outbound-channel-adapter
channel="inputChannel"
session-factory="mockSessionFactory"
remote-directory="foo">
<int-ftp:request-handler-advice-chain>
<bean class="org.springframework.integration.handler.advice.ExpressionEvaluatingRequestHandlerAdvice">
<property name="onSuccessExpression" value="payload.delete()" />
<property name="successChannel" ref="afterSuccessDeleteChannel" />
<property name="onFailureExpression" value="payload.renameTo(payload.absolutePath + '.failed.to.send')" />
<property name="failureChannel" ref="afterFailRenameChannel" />
</bean>
</int-ftp:request-handler-advice-chain>
</int-ftp:outbound-channel-adapter>