Does snapshot work with cloud hosting?

Settings contains these warnings:

_SESSION Snapshot uses _SESSIONS to store temporary information about database tables and files during the backup and restore processing. Sessions are a default part of PHP.
Session save path: tcp://
Session save path is not a valid directory.
Session save path is not writeable.

And when backup run only a handful of files get backed up (the theme & child theme) - no database, no uploads, nothing else.

I've had issues before with another backup system that can't handle being run on a Cloud based web host where sessions behave slightly oddly (the host claim they run fine but that people are expecting them to be files, not cached in memory or something like that). Any ideas - in it's current form it is useless on quite a large host in the UK I'm afraid - TSOHOST.