When multiple readers are created, they seem to get their DataSet objects confused. I have looked through the TMVA code a bit, and I suspect that this issue arises when DataSetInfo objects are accessed by name to create the DataSet. Whenever a reader is created it assigns the same default name to its DataSetInfo, and thus multiple readers have trouble accessing their own DataSetInfo. I have attached an example demonstrating this confusion. This was created on ROOT v5.26.00 using TMVA v4.0.4.
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Example creating multiple readers
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