I had the same problem. Manually creating the "sessions" directory at the domain root solved the problem:
My webhotel has a folder for each of my domains in the lowest level directory available to me. The actual website goes into the "public.html" folder inside the domain directory. I had to manually create the sessions directory (and make it writeable) on the same level as the public.html directory. (it's not a problem in other webhotels that have the website directly in the domain directory).
