You simply cannot do this - it is fundamental to the way PHP works. It uses a shared-nothing architecture - absolutely nothing is shared between web server threads.
Moreover, even if you could, it would have no way of knowing when a connection came in, immediately, which session it belonged to - therefore it might pick up the wrong session's resource and all go wrong.
Using pfsockopen() might appear to work, but actually won't because it will pick up an arbritary session, not necessarily one belonging to the same user session. Persistent connections are held by PHP per web server thread, not by session. Therefore, they must be stateless (or have all state reset on each request) in order to obtain consistent results.
If you need a stateful session, you must use an intermediate process to maintain this.
Mark