Unfortunately, it looks like CAP::Session does not support having multiple session configs in a single instance. Peeking at the source (which is pretty straightforward) it stores the stuff you pass to session_config in $self->{__CAP__SESSION_CONFIG} and doesn't pay attention to the session names.
It seems like this would be a pretty easy feature to add; maybe I'll take a whack at it in the upcoming weeks or so. For now, I think you're stuck writing your own session wrapper, or stuffing everything together in one session store.
Update: Patch submitted. I must be really bored.