I'm using the Aurora build. The restore closed tab shortcut Ctrl-Shift-T no longer works in private browsing mode! This is very annoying since I cannot reopen accidentally closed tabs.
i can replicate this problem but don't know if it's intended behaviour. you could go to aurora > help > send feedback... or file a bug for the issue at https://bugzilla.mozilla.org/.
I believe this problem started after they implemented private browsing in a new window instead of closing the existing window.