@leocg Thank you! I thought I oversaw something. I found out, that I can bookmark the pages with <Ctrl>+<D> (as I am already used to do since years) successfuly tab by tab when waiting a little moment and checking, if they are in the bookmarks-file - in my case with Opera Portable:
C:\Users\Username\Desktop\Opera Portable\profile\data\Default\Bookmarks(no extension).
Takes some time but mostly does what I need.
Is there any way to save cookies from the one session I accidentially opened in incognito-mode? I only noticed it after a few links that I entered it because the color of the address-bar changed.