Is it a peer single reference? As you probably know, it’s not possible to use multiple references in a non-persistent object, which therefore includes the SessionObj.
I am not sure about putting the combobox directly in the header of the query, I have not tried that myself. However, I use a form defined for the Session BO and display that directly above the query. This contains filter settings for the query, which presumably could also include the combobox. But I found that autorefresh for a query does not work reliably when it is based on changes in the Session. Therefore I added a button “Apply settings” to the filter form, which simply runs the query again and therefore refreshes it.