Every time I have become stuck in this situation I have to look at what it is I am trying to solve. It always has come down to two different scenarios, I'm either trying to model what an undefined or semi defined set of instances will do when the braodcast is transmitted, or trying to model what the "infrastructure" is going to do to successfully broadcast the message.
In other words, in the first case "hey here's a situation where (according to my resposibilities) all I have to do is send a message to a bunch of objects that I don't necessarily know or care about. It's their job to accept or ignore the message. In those cases I just model each of those objects in a separate diagram using a "found message" and describe how they will handle the incoming. I hae not yet found a way of describing, in a single diagram what all of them are going to do or not do.
In the second case, again, I don't necessarily care about what or how the recievers are going to do about the message. Just that their is a way to "get it out there". Here, I am more concerned about the sender and from the point of view of the recipients, ... it just doesn't matter. Or at least it doesn't matter to this aspect of the model.
You may argue about the cases where the sender is expecting or needs one or more responses to the broadcast. It's a bit like sending a bulletin board message " Hey, its my birthday, you can send my presents to ..." Yet again these always break down to modelling what each instance of the reciver types are going to do or to modelling the mechanism of telling them all in the first place.
ymmv
bruce
Edit and addendum:
Consider this. A sequence diagram with more than three "levels" of objects is at best unintellingeable and at worst either incomplete or incorrect. Given the entire idea of OO design, resposibilities, hiding etc etc, draw a single diagram based around one and only one "object of interest" to the diagram (and the people involved in that object). Model any and everything that is a stimulus to that object, and model how that object will react. Then start breaking up that unintelligible diagram into understandable chunks.