Exactly. Right after the login, a file needs to exist with the Session ID that your client browser gets set as a Session Cookie.According to the config session files should go to /var/lib/php5. Sometimes there is no session file when I log into the admin area, I guess there should always be a session file after login, right?
If you say sometimes sessions are written and sometimes not, that sounds hard to reproduce. Could it be a browser problem? Please try to find out which cause will make the file to exist, and when it doesn't exist.
Remember that additional authentication methods like ".htaccess" can disturb the login. Also make sure to clear your cookies to exclude any problems coming from the browser.
Best regards,
Garvin