What is the Engine version? Did you also update plugin to the latest version?
Can you also paste some stuff from DefaultEngine.ini
?
like:
[/Script/Engine.GameEngine]
[OnlineSubsystem]
[OnlineSubsystemSteam]
[/Script/OnlineSubsystemSteam.SteamNetDriver]
Also, do you use beacons? Do they work?
Please exclude personal stuff int he paste like devAppId and Achievements ID
Also, run your game with logs, and give us the log output when session is not created.