I wrote a book about the Sidmouth Festival.
It started in 1955, organised by EFDSS.
There were no "sessions" in the Radway before that - i doubt if the session concept in modern-day understanding had been invented then! :-) From 1949, the EFDSS organised Whit tours of Devon - morris and country dance displays - and Sidmouth was included, and by 1951 the displays were in the Connaught gardens! Early festivals saw a bit of informal music in the marine, and perhaps the Volunteer, but nothing reported in the Radway.
Incidentally, the radway is not a current Festival sponsor.
Derek Schofield