I notice a strong similarity between the symptoms you're describing here and those described by sundialsvc4 in Once again ... is it time to get rid of the Anonymous Monk?. To quote that post, '“Anonymity” is very often accidental ... a session can vanish while you are writing or simply vanish, period'. As I said in my reply, it's not something that I have experienced, but it seems that two of our most active users are suffering from the same issue. Is there any chance that there is a problem with PM that might spread to more of us? I wouldn't have a clue how to start looking for such a problem or what to do if I found the code, but perhaps those with the knowledge, power and tuits will investigate.
Regards,
John Davies