Not sure if you indented it wrongly, but this piece of code is always needed:

self.session = Session(...)

Here is where Pyrogram creates a new connection to the server.

I saw your Pyroredis repo, and there is no need to store the proxy settings in a session.
A session should not depend on these information, users should be free to change their proxies regardless of the session used. The same applies for the api key (although I didn't see you using it)

The proxy settings is not stored into the redis session. Please re-check the code again.

I thought you were only dealing with sessions, and can't understand why you need Proxy (and ApiKey) to be available there. There is a different method that takes care of loading proxy and api key settings (load_config) and has nothing to do with load_session.

Maybe the auth key creation process inside load_session was confusing you a bit, if that's so we should find a nice way to move it from there. Creating a Session (and auth keys) should only be Client's job, and loading a session must happen before that.

What I'm thinking is returning False from load_session in case a session does not exist and the Client needs to create an auth key, this way we can move self.auth_key = Auth(...) outside.

During the modification I had several objectives:

1. External shared session storage in case of working > 1 of clients (like bot-mode) with the same account credentials.
2. I had a problem with modification session prior to start() because start() overwrites self.session with own self.session = Session(..). So I had to hook it to modify session before self.session.start().

I think will be better if those two actions (session construction and session start) will be in separate methods, like:

	def create_session(self):
		self.session = Session(
			self.dc_id,
			self.test_mode,
			self.proxy,
			self.auth_key,
			self.api_key.api_id,
			client=self
		)

	def start(self):
		self.load_config()
		self.load_session(self.session_name)
		if not self.session:
			self.create_session()
		...
		self.session.start()
		...

(or even move self.load_session() under create_session()), so it is possible to do something like:

client = Client(session_name='session_name', api_key=(api_id, api_hash))
client.create_session()
client.session.APP_VERSION = "PyRoGrAm"
...
client.start()