I am writing this guide because I struggled to find a resource that included ALL of the necessary steps to completely separate the frontend from the backend. After reading guides like Configuring different sessions for backend and frontend in yii-advanced-app and yii2 configuring different sessions for backend and frontend in yii advanced application template, there are still steps missing. It is funny how the 2nd one says it is an extension of the first one's article. So I guess, my wiki guide here is yet a 3rd and more complete extension of both of them. I also found a few StackOverflow questions and blog posts regarding this topic. None of them fully worked, and must be missing some magic sauce!
After you have setup your Yii2 advanced application, you now have setup your user authentication for both frontend and backend. However, if you have first logged into frontend, and try to access backend from the same client machine, you see no login screen, but find yourself automatically logged in.