Thomassen [Problem 1 in Factorizing regular graphs, J. Combin. Theory Ser. B, 141 (2020), 343-351] asked whether every $r$-edge-connected $r$-regular graph of even order has $r-2$ pairwise disjoint perfect matchings. We show that this is not the case if $r \equiv 2 \text{ mod } 4$. Together with a recent result of Mattiolo and Steffen [Highly edge-connected regular graphs without large factorizable subgraphs, J. Graph Theory, 99 (2022), 107-116] this solves Thomassen's problem for all even $r$. It turns out that our methods are limited to the even case of Thomassen's problem. We then prove some equivalences of statements on pairwise disjoint perfect matchings in highly edge-connected regular graphs, where the perfect matchings contain or avoid fixed sets of edges. Based on these results we relate statements on pairwise disjoint perfect matchings of 5-edge-connected 5-regular graphs to well-known conjectures for cubic graphs, such as the Fan-Raspaud Conjecture, the Berge-Fulkerson Conjecture and the $5$-Cycle Double Cover Conjecture.