Scenes are actually instantaneous, in that Vera immediately does what is specified, creating schedule events for stuff that is delayed. Then the scene processing ends.
So scenes are run one at a time.
However, there is no guarantee which scene will be run first when you have the same trigger. Is it possible that one scene conflicts with the other? (for example one scene turns on a light, the other turns it off. The status of the light afterwards would depend on which scene ran last.)