As you know sendmsg has this declaration:
int sendmsg(int s, const struct msghdr *msg, int flags);
and msghdr
It depends on your TCP/IP stack. Embedded TCP/IP stacks could potentially send the different iovecs directly to the NIC. But on usual TCP/IP stacks there must already be a copy from userspace memory to kernelspace memory, so there is no gain there, and iovecs get conceptually copied to a single big chunk of memory (it can be separate pages of memory, if the driver supports scather/gather I/O, but the important part here is that iovec boundaries don't get preserved).