I use QupZilla because this is its default configuration (every window is a separate multi-tab [incognito] session). Not so great last time I checked on the Mac but one of my favorites on the PC.
Session is shared across all incognito tabs. Firefox behaves the same way. Even if you close any incognito tabs and then open a new one, it's still on the same session. You need to completely restart the browser (or explicitly clear history) to clear.
I don't have Chrome on the machine I'm using now so someone else needs to check it. But I vaguely remember running at work several sessions to the same service in separate incognito windows and maybe even in multiple tabs of the same window. Now that I think of it, I'm not sure about the latter scenario.