Sessions are for sharing data between pages. This does not involve sharing data between pages. Sessions are not appropriate.
Don't get ahead of yourself. You're imagining stuff that does not need to exist. Breadcrumbs for a user CP page? You don't need anything "universal" to do that. It's Forum -> User CP. That's it. There's nothing fancy there: just a link, an arrow, and some text. You can write exactly that on your page.
Breadcrumbs for things like threads and lists are potentially trickier because you don't always know the hierarchy. Threads are in subforums, but what are subforums in? Other subforums? You don't have that information ahead of time.
Don't bother with anything universal. You don't need it. Just get breadcrumbs on thread pages working.