I had exported one session with selecting "Purepath and Time series" option in which I hadnt taken memory and thread dump before exporting.
When I imported it after 2-3 hours, I was able to take thread and memory dump for the older timings (timings for which session was exported).
So if I am understanding your answer properly then, If I would not have exported it then I would not be able to get those data and hence post dated dumps are possible to take only when you have session exported for it.
Please confirm & correct me if I am wrong.
I do not understand what you are saying exactly. You can only take a CPU/Thread/Memory dump on a live agent connected currently to the collector/server. You have to select a connected agent and then generate the dump.
You can export dumps as session files for future use...