I had some issues getting session persistence (SOAP_PERSISTENCE_SESSION) to work. I finally got it working after setting session.auto_start=0, and then only calling session_start() in the script containing the SoapServer. Maybe this is obvious, but took me a bit to figure it out.
I only tried it with session.use_cookies=1, so if the settings above don't work for you, make sure cookies are enabled, though it may work without the need for cookies.