Multiple Clients in SCM-APO?

In a Development SCM-APO 5.0 environment, can we have multiple clients? For instance, can we have a unit test client(with master and transactional data), a security client, and a golden configuration client.

We have heard that there may be issues with having more than one client, but we are not sure if this is correct. Our SCM-APO unit test client would be the only one that is connected to a BW (3.5) Development client and a R/3 (4.7) Development client. The security and golden config client would not be connected to external systems. Is this landscape possible and supported by SAP?