Best approach to Rif.E.Sella from Macugnaga IMHO is to take the cable car to Monte Moro / Ref. G. Oberto and follow the "sentiero del camosci" (capricorn trail) to Rif. E. Sella. Takes as long as the direct ascent from the valley, but far more rewarding. Easy but sometimes pathless, includes glacier crossing and some scrambling. Superb views, secluded and good acclimatisation (whole trail is between 2800 and 3400m).
We found the Rif.E.Sella guarded as well; AFAIK there is no continous gardien but different people from the valley operate the small hut. So better ask in Macugnaga.
Pennine Alps