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Provided your consolidators are of sufficient performance (possibly needing to be clustered) to be able to keep up with the amount of data they get from the clustered scanner there should not be any problems. If they are too small they wall fall behind and never managed to catch up.
Thanks, Andrew. Do all the scanners in a cluster send their data to the consolidator or does it all go through the coordinator to the consolidator?
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Only the coordinator of a scanning cluster will ever send data to the consolidator.
Depending upon the version, the scanner can talk to any member of a consolidation cluster (from Discovery 11.1) or only the coordinator in earlier versions.