Varnish only cache assets from single session

You can configure it to do so, sort-of. By default, it won't (and shouldn't).

From Varnish FAQ/HowDoI

I have a site with many hostnames, how do I keep them from multiplying the cache?

You can do this by normalizing the "Host" header for all your hostnames. Here's a VCL example:

if (req.http.host ~ "^(www.)?example.com") { set req.http.host = "example.com"; }

Ok, in the end I managed to solve this using the following vcl file. Note that I added a couple of extra bits to allow cache expiration grace when the backend has died.

It seems my main failure was using unset req.http.Set-Cookie; when I should have been using unset obj.http.Set-Cookie; in the vcl_fetch section. (obj in vcl_fetch and req in vcl_recv section).

director rails_director round-robin {
  { 
    .backend = { 
      .host = "xxx.xxx.xxx.xxx"; 
      .port = "http";
      .probe = {
        .url = "/lbcheck/lbuptest";
        .timeout = 0.3 s;
        .window = 8;
        .threshold = 3;
      }
    } 
  }
}

sub vcl_recv {

  if (req.backend.healthy) {
    set req.grace = 30s;
  } else {
    set req.grace = 1h;
  }

  if (req.url ~ "^/login") {
    pipe;
  }

  if (req.url ~ "^/sessions") {
    pipe;
  }

  if (req.url ~ "\.(css|js|jpg|jpeg|gif|ico|png)\??\d*$") {
    unset req.http.cookie;
    lookup;
  } else {
    if (req.http.cookie ~ "user_credentials") {
      pipe;
    } else {
      unset req.http.cookie;
    }
  }

  # Only cache GET and HEAD requests
  if (req.request != "GET" && req.request != "HEAD") {
    pipe;
  }

}

sub vcl_fetch {

  set obj.grace = 1h;

  if (req.url ~ "^/login") {
    pass;
  }

  if (req.url ~ "^/sessions") {
    pass;
  }

  if (req.http.cookie ~ "user_credentials") {
    pass;
  } else {
    unset obj.http.Set-Cookie;
  }

  # cache CSS and JS files
  if (req.url ~ "\.(css|js|jpg|jpeg|gif|ico|png)\??\d*$") {
    unset obj.http.Set-Cookie;
  } 

  if (obj.status >=400 && obj.status <500) {
    error 404 "File not found";
  }

  if (obj.status >=500 && obj.status <600) {
    error 503 "File is Temporarily Unavailable";
  }

}

sub vcl_deliver {
  if (obj.hits > 0) {
          set resp.http.X-Cache = "HIT";
  } else {
          set resp.http.X-Cache = "MISS";
  }
}