How are initialization vectors used in TLS 1.1?
You might be somewhat confused by the term 'record'.

In TLS, a data to be encrypted is divided into a series of fragments; each fragment is encrypted as a record, with each record being encrypted and integrity protected independently [1].  Such a record can hold up to 16kbytes of data. This 'record' is standard TLS terminology and is what you are referring to as a 'message'.  If you use a block cipher, then the amount of data that is processed by that block cipher at a time is referred to as a 'block' (not a 'record'), and in TLS, we generally don't talk about it that much, as there is generally little need to deal with the lower levels of how the crypto is done.

In TLS, each record is encrypted separately.  If you use TLS 1.1 and CBC mode, when you encrypt a record, you pick an unpredictable IV, and then use that IV to CBC-mode encrypt all the data (and the HMAC of the data).  You use CBC-mode in the standard way, and so CBC mode uses the IV the encrypt the first block (16 bytes for AES), and then uses resulting initial 16 bytes of ciphertext to encrypt the second block, and so on.  It's just like TLS 1.0 CBC mode, except instead of using the previous ciphertext as the next IV, you use the value that appears immediately before the ciphertext.  Hence, your first diagram is more accurate.

[1]: In addition, TLS sometimes sends messages between the encryptor and decryptor, to do the original negotiation, or to do rekeys.  This data is also sent within records.