I found that using both modes (SOAP_PERSISTENCE_SESSION and SOAP_PERSISTENCE_REQUEST) cannot be used simultaniously. Because it didn't work at once, I started experimenting by using different settings and as stated below in the comments, "...also use SOAP_PERSISTENCE_REQUEST to save objects between requests" led me to think it was nessecary to use both modes. Well, it might for others, be but for me it turned out a day of freaking out ;) (trying all kinds of session stuff, etc etc).
Also, if persistence doesn't work, please check if session_start() is called somewhere in the script and try not to call it twice or whatsoever: it won't work...
