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This is an annoying wart of pmap, which we hope to revise soon! We have a prototype replacement checked in, called gmap (from #4006), which will allow schedulable maps, so that you can control how the map is evaluated as a combination of parallelization, vectorization, and iteration (like your manual pmap+vmap, but without requiring the reshape, and without requiring you to have two separate axis names). But while that's the long-term solution, it's not ready yet (in particular because it doesn't work efficiently with ShardedDeviceArrays). (cc @apaszke )

However, I suggested you ask about this on GitHub because there is another (older) prototype you could try: soft_pmap (…

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