PHP: session lost after redirect to same URL

I have a login-form located at ?action=panel that is showing an 'interesting' behaviour:

I use a function called performLogin to check against DB, most code I left out for readability.

function performLogin()
{
// check for valid login and such
  if ( valid )  // fake metacode
  {
    $_SESSION['user_id'] = $user_id;
    header("Location: ?action=panel" );
    exit();
  }
}

If I call this function directly, it will check, update session and redirect just fine WITH a working session.

Now sometimes I must convert users from an old format which works with:

function convert()
{
// do some DB stuff
  if ( converted )  // fake metacode
  {
     performLogin();
  }
}

This is when stuff breaks. I can insert a breakpoint before the redirect and the _SESSION will be as it should be, after allowing the redirect it will be gone. Remember, calling performLogin directly always works.

One of the first things executed in index.php:

session_name("project_session");
session_start();

But it's getting even better:

Changing the redirect to anything different than "?action=panel" (with or without the domain in front) will work just fine. Also, if I comment the redirect out and manually go to ?action=panel, it works.

Things I tried so far:

-redirect with and without domain/URL before redirect: (one ore more of them)

-sleep(2);

-session_write_close();

-session_regenerate_id(true);