According to https://matomo.org/docs/include-piwik-in-your-project/#bootstrap-php-execute-custom-code-before-matomo-runs the session name can be configured by setting the constant "PIWIK_SESSION_NAME".
This is not (longer?) possible. Tested with 3.9 and 3.9.1.
It seems that the session name is hardcoded in core/Session.php. I found no variable or constant to change it without fiddling around with the Session.php file and loosing my changes on every update.