However I arrive with a session which does not exist in /tmp/sessions,

Is any session file being saved there if you make a single request? (In case of doubt, delete all existing session files before doing the test request — to be sure which is which...)

Is the cookie being sent to the domain that you redirect to? If that domain is different from the original domain that did set the cookie, it might not be getting sent at all by the browser...  just an idea.   Update: ah, overlooked that you're including the session ID in the URL... so ignore that question.

Use Firefox's LiveHTTP Headers add-on, for example, to debug which headers/cookies are being exchanged.