"could not look up session by key: connect.sid" - session.socket.io
This happened to me when I used a Java socket.io client, since Java did not have access to the node.js session.
So, I decided it's best not to use the session.socket.io plugin at all. A more general solution, which can work with all kinds of clients, is: send the session data (or a session ID) to the client, possibly by inserting a Javascript snippet to the client code; then have the client send the session ID back to the server.
Many people were having the same error and there was a very simple solution as per this comment on Github. It was simply a matter of browsing to 127.0.0.1 versus localhost.
I hope that this solves your problem too.