Hi @srg,
This is currently not supported but there is an open PR that is … well quite outdated probably at this point.
The primary problem with this whole multiple IPs and multiple interface thing (for me at least) is that we haven’t figured out a way to test it in a CI.
I would be okay if you or ofauchon (the original author) rebases that PR on the current master so we can try and possibly work on it, possibly even without CI tests, but this will mean that I (or someone else on the k6 team) will need to setup and test it locally 
.
If you want to try it and rebase it you can (somewhat) follow this instructions on custom building k6, that I gave last week for a different case.
edit: obviously you can spread the test among many computes either by hand or by using Load Impact 
.
Also connection reuse (if possible) will lower the amount of connections needed …
But this is all dependent on what exactly you are testing and what the limits are