Well, the question involves a number of concepts - so hard to answer fully. I will try to t least give partial response or insight.
If you had provided details, why it matters for your purpose - it could help to better target the answer.
One of the advantages of nodejs is that it is a single-threaded, event-driven, non-blocking I/O model - which means there is almost no or minimum blocking (at least theoretically). See conceptual model here
However, some trivial blocking should happen due to transport, consistency etc [?]. But it shouldn't be a problem as this will extremely insignificant and happens in all programs no matter what language it uses.
Secondly about sockets. The concept of socket considers thatit can be blocking or non-blocking depending on your purpose. Blocking and Non-blocking sockets
Blocking doesnt necessarily mean it is bad.
Thirdly, even if there is no blocking, still events dont really happen in parallel. I mean even if A and B send messages to each other very frequently - there is a time gap between them - although trivial for humans. That difference can even be expressed even in millionth of second. Can you really send over million messages in a second? So, even if callback has some impact - you should ignore it for the purpose of your program. Also, even if they occur at the same time, javascript can do one thing at a time - so at the end when you receive, you should do them one at a time. For example, if you want to display or alert a message, they will be one at a time.
As to ordering of the messages, Node.js is a single event loop. So, my understanding is it runs a non-stop loop and waits for events, and emits information in the order the events occur. For example Understanding nodejs event loop
while(new Date().getTime() < now + 1000) { // do nothing }
So, for your purpose, I would say unless B sends a message between A sending a message and server receiving it, you should receive a callback before anything else. Simply ordering happens in the order the nodejs server receives it. Hope it helps.