NH-3091 - Ensure session exists in proxy

I'm not sure if this is a good way to solve the session-issue in query-cached-proxy-object.

But let us discuss the solution if it can be solved on some other way that is better for the product.

I also tried to create unit-test but was not getting them to fail so don't know if we need an external session cache provider (in my other project I'm using SysCache2 provider and the bug is reported with SysCache provider)