Hey Japcin,
The function of the trading session works well, I have tested it many times. I think you might be missing something
As Pekto said that tools are general. This means you need to Export the EAs with the changes in tools. For example, if you have ticked the Close at Friday close option, it will not affect the EAs you already exported. You need to re-export them again.
Also, if you have ticked the Close at Friday close the trades will close just before the sessions end with your broker on Friday. Not after Friday.