Here's a simple workaround:

<?php

// This name works.
//session_name('A9');

// This name doesn't...
session_name('99');

// Force the last session id, not the detected one.
session_id($_COOKIE[session_name()]);

session_start();

echo '
	Session Name: ', session_name(), '<br />
	Session ID: ', session_id(), '<br />
	Cookie: ', $_COOKIE[session_name()];

?>

Removing the session_id() line though, shows that the cookie is still being properly set.

-[Unknown]

This happens because PHP turns a numeric session name 
into an array index inside $_COOKIE and we're doing an 
zend_hash_find() instead of a zend_hash_index_find(). 
(ext/session/session.c, line 1098).

We can probably fix the bug by doing a 
zend_hash_index_find() instead if the session name 
successfully converts to a integer.

Session name can NOT be a plain number. 
No checks will be added since that'd make the code slower for no real gain.

There should be a big fat warning about this in the manual.

This bug has been fixed in the documentation's XML sources. Since the
online and downloadable versions of the documentation need some time
to get updated, we would like to ask you to be a bit patient.

Thank you for the report, and for helping us make our documentation better.

"Session name can't consist only from digits, at least one letter must be present. Otherwise new session id is generated every time."