If you’re using FOnlineSubsystemNull, there is a bug in 4.5 (and previous versions) that prevents the host from advertising the session immediately upon creation. The fix for this has been checked in and will be in 4.6: https://github.com/EpicGames/UnrealEngine/commit/9726c37e93487b1d4f7e41bd33ef51ae454d6623 if you’re building the engine from source and want to grab it.
With this fix, there should be no need to update the session settings if you set bAllowJoinInProgress to false and call StartSession at the appropriate time.