Dick, a session does not need hold anything for a Route. A session is separate from the Route. In fact, most Routes that you download from CM won't have a session. You keep referring to sessions holding data for the Route. It does not. Think of the session running "on top" of the route but it is still separate. You could send your route to a friend and it would still be the same route with all necessary data.
From your Route he could create "sessions." For instance, maybe you like Coal Trains. You have a Route that is suitable for Coal Train runs so you Launch the Route and Create a SESSION. This SESSION will be a Coal Run. In it's simplest form you would place a Coal Train and save a SESSION name "My Coal Run." The session runs "on" the route, but the route and the session are separate. You could send your "My Coal Run" session to your friend and then he could run the Coal Train session just as you did. But perhaps he likes local freights instead of coal trains. On that same ROUTE he could CREATE a SESSION, place a Local Train, give it some duties, and run his local. The Coal Train session and the Local session both run the same "Route" but they are separate. Each session could be saved and sent to someone else.
Now, let's say you are running your Coal Run Session and you have to stop halfway through so you do a SAVE of the current "session" you are running. This is where it's easy to get lost. This saved "game" Session is saved right alongside the original Session in the panels. So now you have the original unchanged ROUTE, you have your Coal Run SESSION, and you have a "saved game" SESSION. When you save an "in progress" session it might help if you named it something like "game Coal Run midpoint" or "mid-session Coal Run." It is important to keep your "Coal Run" session in its orignal starting condition for the next time you want to run it.
If you want to change your "Coal Run" session by adding trains on sidings and such you must do this to the Original Starting session. Not any of the "saved" "game" sessions.
In all this, the original Route has also NOT been changed (assuming you add everything to the SESSION layer and NOT the route layer.) So you still have your original route and you still have your orignal session.
Note that if you save your session while in progress 3 times you will have as icons:
the single ROUTE in the Route panel, but Sessions panel will show Orignial SESSION, Game Save Session 1, Game Save Session 2, Game Save Session 3
To run the same session again you would start the Original SESSION. If you create Routes and Sessions you want to keep backups of the originals, but probably not backups of the "game saves." In fact, to keep things simple, I delete the Game Saves asap.
Does this help?