How is conky started then? It has to be somewhere. Anywho, I have conky autostarted via a script. O, something similar was discussed here: https://discuss.kde.org/t/sessions-restore-always-restores-same-setting/19229/7
This is the script I use and which is pointed to in my autostart. And no, it acts as it should ( a sleep 20 delay and remembering the last used conky), regardless a session restore or not.
#!/bin/sh
sleep 20s
killall -u $(id -nu) conky 2>/dev/null
cd “$HOME/.conky”
conky -c “$HOME/.conky/kenyandarkgeelrc” &
exit 0