A Quick Search reveal the following:
application_top.php Ultimate URLs.
When you look at a "stock" Zen Cart URL you will notice "?main_page=xxxx" The "xxxx" is the name of the Zen Cart page. So when you tell Ultimate URLs to not modify any URLs for Zen Cart "index" pages... The result is those pages will not have altered URLs (including category, manufacturers, etc).
There were no suggested changes to make to rewrite rules. Any mistakes made while altering the .htaccess file will result in not only 404 / Page Not Found errors, but may also cause other issues.
Most likely unrelated to anything in this module. This module does not do anything which impacts "sessions".
NOTE: "Order Question" is not listed as compatible with Zen Cart 1.3.9h or Zen Cart 1.5.x. Both the modules you mention call core Zen Cart code (application_top.php) while not fulling integrating as Zen Cart pages (main_page=xxx). Two potential workarounds have been listed more than once in this thread.
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