From version 4.2 channels for rest and actuator default don't create audit records about session creation or termination. You can turn on it via variable in System Configuration audit->eventRecording->recordSessionlessAccess.
Separate repository configuration for audit
By default audit uses the same data source like the main repository. From version 4.2 it is possible to setup separate repository. For more and examples see: Audit configuration#Audittoseparaterepository