Your problem is that the hibernate Session lives only for one request. It opens in the start of the request and closes at the end. You guessed the answer: Hibernate session is closed before both requests are finished.
Exactly what is happening? Your entity objects live during both requests. How? They are stored in the HTTP session (which is a different thing called session) You don't give much information about the framework you are using, so I can't give you more details, but it is certain that the framework you are using somehow keeps your entities in the HTTP session. This is how the framework makes it easy for you to work with the same objects for more than one requests.
When the processing of the second request starts, the code is trying to access some entity (usually an element of a collection) that is lazily initialized by hibernate. The entity is not attached to a hibernate session, and so hibernate can't initialize the hibernate proxy before reading it. You should open a session and re-attach your entity to it at the beginning of the ajax request processing.
EDIT:
I will try to give a brief explanation of what is happening behind the scene. All java web frameworks have one or more servlets that handle the requests. The servlet handles each request (HttpRequest) by creating a new thread that will finally produce the response (HttpResponse). The method that processes each request is executed inside this thread.
At the beginning of the request processing your application should allocate the resources that it needs for processing (Transaction, Hibernate session etc). At the end of the processing cycle these resources are released (Transaction is committed, hibernate session is closed, JDBC connections are released etc). Lifecycle of these resources could be managed by your framework, or could be done by your code.
In order to support application state in a stateless protocol as HTTP, we have the HttpSession object. We (or the frameworks) put on HttpSession the information that remains relevant between different request cycles of the same client.
During the processing of the first request hibernate reads (lazily) an entity from the database. Due to lazy initialization some parts of this object's structure are hibernate proxy objects. These objects are associated with the hibernate session that created them.
The framework finds the entity from the previous request in the HttpSession object when you try to process the second request. Then it is trying to access a property from a child entity that was lazily initialized and now is a hibernate proxy object. The hibernate proxy object is an imitation of the real object that will ask its hibernate session to fill it with information from the database when someone tries to access one of its properties. This what your hibernate proxy is trying to do. But its session was closed at the end of the previous request processing, so now it doesn't have a hibernate session to use in order to be hydrated (filled with real info).
Note that it is possible that you have already opened a hibernate session at the beginning of the second request, but it isn't aware of the entity that contains the proxy object because this entity was read by a different hibernate sesion. You should re-attach the entity to the new hibernate session.
There is a lot of discussion about how to re-attach a detached entity, but the simplest approach right now is session.update(entity).
Hope it helps.
