As you have discovered the reason for those dangling sessions that you see in the Admin Console is that the underlying socket has not been completely closed. Iā'm not an IT expert but this sounds to me like a network problem and not an application problem.
A couple of suggestions are:
Check the error logs for more information
If you have a firewall try disabling it for a while and check if the problem still occurs.
Look for dropped packets/errors on the network.
Study IP counters with netstat.
Make sure you have NIC and switch ports set to 100mbit/s full duplex and no autoneg