Note that scp is really bad for network link performance testing. Its performance is limited mostly by the cryptographic performance of a single CPU core, so you are extremely unlikely to ever get even 1 gigabit of throughput from it.
What version of VSX are you running?
Are these firewalls in production, or is this performance testing before declaring them ready for production use?
If your firewalls are production, only do this in an outage window for the whole VSX cluster.
If you are running R80.40 or newer, your version of VSX is based on network namespaces, which is a pretty well-understood Linux feature. You can get a statically-linked version of iperf and use standard Linux tools (specifically, ip netns(8)) to run it in a particular namespace. First get a list of the namespace names using 'ip netns list' like this:
[Expert@SomeVsxCluster:0]# ip netns list
CTX00000 (id: 0)
CTX00002 (id: 2)
CTX00003 (id: 3)
CTX00004 (id: 4)
...
Then you use 'ip netns exec <namespace name> <command>' to execute <command> in the specified namespace.