By "missed", do you mean that these examples weren't presented to you for annotation? Is it possible that your data has duplicates (which can easily happen if you annotate by sentence)? If the same text occurs more than once in the stream, Prodigy will skip it, so you're not labelling the same text twice. Examples that are already in the dataset will be skipped as well.
This thread here is slightly older and ner.correct now forces the stream order by default. So you shouldn't have to change anything. I don't think what you describe is related to that, or to sessions.
(Btw, it's not very helpful for us if you post the same question in multiple threads like this one, because it makes it harder to keep track of things and answer everyone.)