I am runnig on ubuntu 18.10 but could find the Xsession files in Home directory:
$ ls -al ~ | grep -i session
#did not return anything.
However the configuration indicate that they should be there.
$ grep -i 'xsession' /etc/X11/Xsession
# /etc/X11/Xsession
# global Xsession file -- used by display managers and xinit (startx)
# $Id: Xsession 967 2005-12-27 07:20:55Z dnusinow $
PROGNAME=Xsession
OPTIONFILE=/etc/X11/Xsession.options
SYSSESSIONDIR=/etc/X11/Xsession.d
USERXSESSION=$HOME/.xsession
USERXSESSIONRC=$HOME/.xsessionrc
ALTUSERXSESSION=$HOME/.Xsession
ERRFILE=$HOME/.xsession-errors
if ! ln -sf "$ERRFILE" "${TMPDIR:=/tmp}/xsession-$USER"; then
message "warning: unable to symlink \"$TMPDIR/xsession-$USER\" to" \
"\"$TMPDIR/xsession-$USER\"."
What's the problem?