Boost::asio UDP Broadcast with ephemeral port

I'm having trouble with udp broadcast transactions under boost::asio, related to the following code snippet. Since I'm trying to broadcast in this instance, so deviceIP = "255.255.255.255". devicePort is a specified management port for my device. I want to use an ephemeral local port, so I would prefer if at all possible not to have to socket.bind() after the connection, and the code supports this for unicast by setting localPort = 0.

boost::asio::ip::address_v4 targetIP = boost::asio::ip::address_v4::from_string(deviceIP);
m_targetEndPoint = boost::asio::ip::udp::endpoint(targetIP, devicePort);

m_ioServicePtr = boost::shared_ptr<boost::asio::io_service>(new boost::asio::io_service);
m_socketPtr = boost::shared_ptr<boost::asio::ip::udp::socket>(new boost::asio::ip::udp::socket(*m_ioServicePtr));
m_socketPtr->open(m_targetEndPoint.protocol());

m_socketPtr->set_option(boost::asio::socket_base::broadcast(true));

// If no local port is specified, default parameter is 0
// If local port is specified, bind to that port.
if(localPort != 0)
{
  boost::asio::ip::udp::endpoint localEndpoint(boost::asio::ip::address_v4::any(), localPort);
  m_socketPtr->bind(localEndpoint);
}

if(m_forceConnect)
  m_socketPtr->connect(m_targetEndPoint);

this->AsyncReceive(); // Register Asynch Recieve callback and buffer
m_socketThread = boost::shared_ptr<boost::thread>(new boost::thread(boost::bind(&MyNetworkBase::RunSocketThread, this))); // Start thread running io_service process

No matter what I do in terms of the following settings, the transmit is working fine, and I can use Wireshark to see the response packets coming back from the device as expected. These response packets are also broadcasts, as the device may be on a different subnet to the pc searching for it.

The issues are extremely strange to my mind, but are as follows:

1. If I specify the local port and set m_forceConnect=false, everything works fine, and my recieve callback fires appropriately.
2. If I set m_forceConnect = true in the constructor, but pass in a local port of 0, the transmit works fine, but my receive callback never fires. I would assume this is because the 'target' (m_targetEndpoint) is 255.255.255.255, and since the device has a real IP, the response packet gets filtered out.
3. (what I actually want) If m_forceConnect = false (and data is transmitted using a send_to call), and local port = 0, therefore taking an ephemeral port, my RX callback immediately fires with an error code 10022, which I believe is an "Invalid Argument" socket error.

Can anyone suggest why I can't use the connection in this manner (not explicitly bound and not explicitly connected)? I obviously don't want to use socket.connect() in this case, as I want to respond to anything I receive. I also don't want to use a predefined port, as I want the user to be able to construct multiple copies of this object without port conflicts.

As some people may have noticed, the overall aim of this is to use the same network-interface base-class to handle both the unicast and broadcast cases. Obviously for the unicast version, I can perfectly happily m_socket->connect() as I know the device's IP, and I receive the responses since they're from the connected IP address, therefore I set m_forceConnect = true, and it all just works.

As all my transmits use send_to, I have also tried to socket.connect(endpoint(ip::addressv4::any(), devicePort), but I get a 'The requested address is not valid in its context' exception when I try it.

I've tried a pretty serious hack:

boost::asio::ip::udp::endpoint localEndpoint(boost::asio::ip::address_v4::any(), m_socketPtr->local_endpoint().port());
m_socketPtr->bind(localEndpoint);

where I extract the initial ephemeral port number and attempt to bind to it, but funnily enough that throws an Invalid Argument exception when I try and bind.