public class IebServiceStub extends org.apache.axis2.client.Stub implements
		IWebService {
...
	// conctructor
	public IWebServiceStub(org.apache.axis2.context.ConfigurationContext configurationContext,
			java.lang.String targetEndpoint, boolean useSeparateListener)
				throws org.apache.axis2.AxisFault {
		// To populate AxisService
		populateAxisService();
		populateFaults();

		_serviceClient = new org.apache.axis2.client.ServiceClient(configurationContext, _service);

		// добавлено мною: включение поддержки сессий
		_serviceClient.getOptions().setManageSession(true);
...

org.apache.axis2.client.OperationClient _operationClient = _serviceClient.createClient(_operations[0].getName());

Set-Cookie: ASP.NET_SessionId=mmnscfsfghdash5y1auetpa5xf; path=/; HttpOnly