Session Timeout Mitigation

Hi,
We have an issue with the amount of time that a firewall will hold a
session open.
Currently we have 72 hours, this drives the security and network
people crazy but we have a requirement for stuff like very long
database queries, launch an ssh or sqlplus session onto an oracle box
and the session expires before the query finishes and we lose the
result, very bad when you are working on a problem at 3 in the morning
and the Damages for not getting the database back up by 5 are in 6
figures.

How does the industry in general deal with this sort of issue?