Use Out Process and save your session in Sql server it will easy to manage
Using eighter SQL Server Session State or State Servers instead of the default InProc mode has the benefit of making your site more scalable and reliable by storing session information on a SQL Server database or on another machine on the web farm. So in both scenarios the web server will be less busy handling session information and will have more time to service requests. On the other hand, the InProc mode is the fastest mode because it keeps all the information on the web server's memory. You can also take a look at the following greate links for more information on choosing the right mode and configuring OutProc session state management:
For SQl Server
For State Server
<sessionState mode="StateServer" stateConnectionString="tcpip=127.0.0.1:55455" sqlConnectionString="data source=127.0.0.1;user id=sa;password='' cookieless="false" timeout="20"/>
The attributes are self explanatory but I will go over them.
mode: This can be StateServer or SqlServer. Since we are using StateServer we set the mode to StateServer.
stateConnectionString: connectionString that is used to locate the State Service.
sqlConnectionString: The connection String of the sql server database.
cookieless: Cookieless equal to false means that we will be using cookies to store the session on the client side.
For SQL Server
<sessionState mode = "SqlServer" stateConnectionString="tcpip=127.0.0.1:45565"
sqlConnectionString="data source="SERVERNAME;user id=sa;password='' cookiesless="false" timeout="20"/>