Hello, in my production with this bug too.
Configuration:

nginx
spawn-fcgi
redis

session.name => PHPSESSID => PHPSESSID
session.referer_check => no value => no value
session.save_handler => redis => redis
session.save_path => tcp://xxx.xxx.xxx.xxx:xxx?db=?&auth=? => tcp://xxx.xxx.xxx.xxx:xxx?db=?&auth=?
session.serialize_handler => php => php
session.use_cookies => On => On
session.use_only_cookies => On => On
session.use_trans_sid => 0 => 0

Error:
PHP Fatal error: Uncaught exception 'RedisException' with message 'Connection closed' in /x/x/php/zend-framework/release-1.11.4/library/Zend/Session.php:480
Stack trace:
#0 /x/x/php/zend-framework/release-1.11.4/library/Zend/Session.php(480): session_start()
#1 /x/x/x/start.php(209): Zend_Session::start()

What should I do?

Most likely your redis server is not externally accessible. You need to edit your redis config and set it's bind address to your public ip or 0.0.0.0 to bind to any address.

This error occurs about 200 times a day from 400 000 requests.
This error is sporadic.

I experienced the same behavior. Problem occurs about 20 times in ~150k requests.
To mitigate this, I ended up writing my own session handler, which is using Redis() to store the sessions.

No connection problems with this solution though ...

Edith says: We are using nginx with php5-fpm (5.5) and redis sentinel

I am seeing this same problem with php 7 phpredis and amazon elasticache

@DartBond I'm having the same sporadic issue. Did you manage to solve this?

I'm also having this issue on AWS EC2 + Elasticache. Only a few random times in many connections, but enough to be a problem.

@gianpaolodn, sorry for time to reply.
I use redis without native library. By using socket connection like Yii2 library - https://github.com/yiisoft/yii2-redis/blob/master/Connection.php

@DartBond in my case the problem is the firewall and ipv6.

I found that my problem was creating too many new connections to the redis server, so changing to use "pconnect" instead of "connect" and adding ?persistent=1 in the session handle URL fixed the issue for me..

Old issue without activity for a long time. Please open new issue if you have the same issue with the latest stable or develop version of phpredis.