The Java Gateway generates lld macro names based on JMX keys during bean discovery (JMXItemChecker.json line 268: counter.put("{#JMX" + property.getKey().toUpperCase() + "}" , property.getValue());)

From lld macro documentation:
Allowed symbols for LLD macro names are 0-9 , A-Z , _ , .
Lowercase letters are not supported in the names.

JMX keys can contain characters not supported by lld macro names, f.e. a dash:
jboss.as:subsystem=datasources,data-source=Example,statistics=pool

The java gateway returns the following json:

trapper got '{"request":"proxy data","host":"intern-zbxproxy01","history data":[{"itemid":205773,"clock":1505134449,"ns":247214183,"value":"{\"data\":[{\"{#JMXDOMAIN}\":\"jboss.as\",\"{#JMXSUBSYSTEM}\":\"datasources\",\"{#JMXSTATISTICS}\":\"pool\",\"{#JMXOBJ}\":\"jboss.as:subsystem=datasources,data-source=Example,statistics=pool\",\"{#JMXDATA-SOURCE}\":\"Example\"}]}"}],"version":"3.4.1","clock":1505134450,"ns":367875262}'

The {#JMXDATA_SOURCE} macro is not replaced in item prototypes based on the discovery rule, unlike the {#JMXSUBSYSTEM} and {#JMXSTATISTICS} macros:

In substitute_lld_macros() data:'Active connections {#JMXDATA-SOURCE} - {#JMXSUBSYSTEM} - {#JMXSTATISTICS}'
End of substitute_lld_macros():SUCCEED data:'Active connections {#JMXDATA-SOURCE} - datasources - pool'

Discovery rule:

jmx.discovery[beans,"jboss.as:subsystem=datasources,data-source=*,statistics=pool"]

Perhaps it can be documented as a known issue for 3.4 pending a fix.