Mike,
Are you sure you don't have a subclass hiding the property? According to the help file Name is an exposed property. This works for me:
ox = createobject("session")
? ox.Name && Session
ox.Name = "testthis"
? ox.Name && testthis
>VFP7 does not expose the intrinsic properties or methods of SESSION objects as VFP6 did. For the most part, this is good. We do however have a fair amount of code that accesses the Name property of these objects. Is there a way to expose this property, or do we have to change the calling code?