Review for Private Tab by Azabal
Rated 5 out of 5 stars
Very practical addon. You can open literally any link in a private session. Bookmarks, links on a page, etc
I recommend you also install the "Containers" addon currently in the Firefox Test Pilot program, it has interesting features but is not as good as Private Tab (it can't open bookmarks)
Five stars and cheers to the dev!
Edit: unfortunately doesn't work with Firefox 57+
To create your own collections, you must have a Mozilla Add-ons account.