I am having the same problem as described in the original post. I cannot reliably burn a multisession disk using v 4.024.439. I made 9 attempts at multisession burns, using the simple "Leave Disk Open" option for some attempts and making the appropriate settings on the "Advanced Settings" option in the remaining attempts. In 7 cases, the disks were readable after one session but appeared closed. In the other two cases, the disks remained open after a first session but when I attempted a second session the burn failed, rendering the disks unreadable.
I had no trouble burning single session disks. My burner is a Phillips DVD8701 which is on your list of compatible drives and which I have used without problems with several other CD/DVD burning programs.
I hope there is a fix for this issue as the program has a great user interface and nice set of features but, for me, is crippled without the multisession capability.