For the cameras that show
filexfer:start
filexfer:failed Y:\chdkptp\trunk\874\lua\camtests.lua:196: camtest/TEST0511.dat: Permission denied
This appears to be a permission denied error for the local file on your PC, not the camera. It basically means fopen failed, which is weird. I'm not sure why this would happen, but if there's anything unusual about the filesystem where the test it running it would be good to know.
The tests use hard coded names relative the the current directory, so you shouldn't try to run more than one at once in the same directory, but I'd guess you aren't doing that.