Possibly placing the command somewhere in /etc/X11/xdm/Xsession
might do the trick? Oops, you already tried that! Possibly the location within Xsession makes a difference? Also, is the file you placed in /bin executable? (Been there done that many times.
) Lastly, just a comment, unless the file is part of the normal /bin, methinks the file should be stored in /usr/local/bin.