I've noticed somtimes when I do a

Cat cat = session.Load(17);

I'm getting the actual Cat type not the NHibernate proxy cat. So then my changes aren't getting reflected in the database on flush, and my lazys aren't loading.

Is this something to do with the cache? If I haven't done anything stupidly wrong I'll post up some code.

Whether you get a proxy or an actual instance does not in any way affect whether changes to the object are persisted or not. You must be having some other problem.