[Simon Lloyd]

That looks ok, next you need to check your session timeout settings and see what it's set at as nothing goes missing from the WOL until that has expired, if the timeout has passed and you've been watching WOL and they remain after that time then click WOL to view all those online, from the dropdown select yes for useragent and copy the UA then try it here http://www.botsvsbrowsers.com/SimulateUserAgent.asp and see what results you get, the UA will look something like this:
Mozilla/5.0 (compatible; Baiduspider/2.0; +http://www.baidu.com/search/spider.html)

In fact you can try that at the link i gave you, make sure you set it to look at your site