Apparently, it is not a good idea to use an existing domain.xml file, generated when creating a new domain using asadmin create-domain new_domain, and later use it when running an embedded instance of Glassfish. DataSources can not be found etcetera.
This is confirmed on this thread: GLASSFISH-20270
However, my question is, is there any way to get a "embedded version" of the domain.xml file for Glassfish 4.0?