Anything in the defaultTrace? What URL is being generated when you navigate within the application? Check with HTTPwatch or HttpFox. I guess your Web Dynpro applications are Web Dynpro Java applications, right? Have you set a ExpirationTime that is different from the DefaultExpirationTime? See the attached link for details. Also see SAP note 842635 for details on Session Management for Web Dynpro applications.
http://help.sap.com/saphelp_nw73ehp1/helpdata/en/44/b20e5b47cd2d04e10000000a11466f/frameset.htm