If you are running in [[Private Browsing - Use Firefox without saving history#w_can-i-set-firefox-to-always-use-private-browsing|private browsing mode]] (aka "Never Remember History") then all windows are private and share the same cookies. The menu items "New window" and "New private window" do the same thing. If you want separate cookie jars, you will need to disable private browsing mode so you can use [https://addons.mozilla.org/en-US/firefox/addon/multi-account-containers/ containers] or private windows. Alternatively, you can create [[Profile Manager - Create, remove or switch Firefox profiles|multiple profiles]] configured for private browsing or use a separate installation like [https://aurora.mozilla.org Developer Edition].