Can you check the phpinfo for the server to see if you have the session save path correctly configured. To create a phpinfo page make a new php page and put this line of code in it:
<?php phpinfo(); ?>
In here check for the session.save_path and the session.save_handler. If these are not configured correctly it might be why you are experiencing issues with the session. This is kind of just a guess though as this is not an issue that I have ever resolved myself.