Missing Session after requisition

Well guys, I have a problem that I have not been able to solve until now. It only starts to occur after an ajax request , where I generate a document and return it to url in a json , to be fetched in javascript , be assigned to a link and be downloaded.

As it happens: after generating the first report, if the user tries to create another logo then the middle application that calls the Application_Start again, and thus losing the "linkage" strong> session . The funny thing is that in the browser (I'm using Chrome ), the session keeps appearing in Cookies.

Another interesting fact is that when I click on the link to download, it also calls the Application_Start ...

NT: I use ASPNET MVC 5

Example of how I create Sessions:

    [HttpPost]
    [AllowAnonymous]
    public ActionResult LoginRequest(string login, string pass)
    {
        string loginCache = "usuario";
        string senhaCache = "123123";

        if (login == loginCache && pass == senhaCache)
        {
            System.Web.HttpContext.Current.Session["Nome"] = "Admin";
            System.Web.HttpContext.Current.Session["Email"] = loginCache;

            return Json(
                new
                {
                    sucesso = true,
                    href = "GerarRelatorio/Index"
                }
            );
        }
        else
        {
            return Json(
                new {
                    sucesso = false,
                    msg = "Login e/ou Senha estão incorretos."
                }    
            );
        }

Example of how I am returning the url:

        var newCaminhoContent = Path.Combine(urlDownloadFolder, arquivoModel.Nome);

        var urlDownloadHTML = ( newCaminhoContent.Substring(newCaminhoContent.IndexOf(@"Content")) );

        return Json(new
        {
            hasError = false,
            msg = "O arquivo foi gerado com sucesso!",
            href = urlDownloadHTML,
            nome = arquivoModel.Nome,
            ext = arquivoModel.ExtensaoString
        });

Example of how to get the url in javascript:

$.post(
    AppConfig.baseUrl + "/GerarRelatorio/Gerar",
    {
        cm: cm,
        tr: tr
    },
    function (data, status) {


        console.log(data);

        try {
            if (data.hasError === false) {

                getTimeToShowLink(data);

                //var win = window.open(AppConfig.baseUrl + data.href);
                //win.focus();

                //$('#modal-status').modal('hide');
            }
            else {
                $('#div-modal-loading').hide();
                $('#div-modal-msg').html(data.msg);                    
            }
        }
        catch (e) {
            console.log(e);
        }
        finally {
            //$btn.button('reset');
            $('#modal-status').modal('hide');
        }
    }
);

function getTimeToShowLink(data) {

    $('#btn-download')
       .attr('href', AppConfig.baseUrl + data.href)
       .attr('download', data.nome)
       .show()

    var tempo = 10;
    var sec = 0;

    var interval = setInterval(function () {

        sec = pad(++sec % 60);

        if (parseInt(sec) <= parseInt(tempo)) {
            $("#div-msg-download").html(
                'Se o download não começar automaticamente em até ' + (tempo - sec) + ' segundos, clique aqui...');
        }
        else {
            $('#div-msg-download').html('Clique aqui para fazer o download...');
            clearInterval(interval);
        }

    }, 1000);
}