What data loss are you referring to?

Well, OP said he lost his existing session in favor of some presumably empty one.
The presumption is that he had a session of a bunch of unsaved, unnamed, temporary files.
In such a case, which is one that I do not operate under myself, haven’t you lost track of all of your “files”?

As you said, you might find them in the backup directory…

Ah, okay, I later see OP said:

All my open files were saved

So that’s a good thing.
But this is probably not how most people that ask such a question as the OP’s original actually work.

What data loss are you referring to?

The OP’s complaint is that the session information was lost.

Well, probably that was one aspect of it.
The actual “data loss” was probably more important, which might be what @mere-human was meaning…getting the actual “files” back.
But of course you need the “pointers” to the file (session.xml) to know you have all of them.

Maybe, periodic backup might help you in the future.
Take a look at the options in Preferences > Backup.

periodic backup applies only to files that are being edited in the editor, not to the config files. The OP’s complaint is that the session information was lost.

If it is an installed version, then yes, that is the one being used, otherwise it would be the one from the directory where notepad++.exe is.

A session configuration is written when you exit Npp.
So after you started and closed Npp, it overwrote these settings. If you have used temporary files within the session, you can check the backup directory to see if they still exist.