Some applications - Chrome, Chromium, Thunderbird are not restored when I end the session and restore it. As far as I remember they used to be restored in my previous KDE. How can I check what might be the problem and correct it?

as 4.11.5 is a bit old up'ing to 4.14.x might help

1st step: failure to store or failure to reload?
-> contents of ~/.kde/share/config/ksmserver (after restart with failed restore) - in case, please post in code tags

In case of storing failure (no corresponding entries), the applications (all gtk+ based, does it happen w/ any KDE application?) might either fail the session protocol (gnome afaiu has introduced its own new session protocol, resp. rely on user systemd now) or simply crash on exit.