I generally have a "home" Firefox window with my most used tabs pinned. Sometimes I close it before another window, so I was frustrated to "lose" it and having to redo my pins. But recently I discovered this feature. Joy!
Yes, session 2 keeps all of the bookmarks in the history in the order I saved them even though I'm in private mode and I have it so it's supposed to delete all history when I close the window. Not tabs, but the entire browser is shut down.