fix: contain legacy session saves under test_history

Summary

• Reject traversal, absolute, and nested session names so saves stay under `test_history/`
• Reprompt on invalid names instead of writing outside the session directory
• Add regression tests covering the #502 repro cases

Fixes #502

Test plan

• `uv run python -m pytest tests/legacy/test_session_save.py -v`
• `make ci-quick` (140 root tests + agent checks)