Hello steve_hauger,

Would you please take a look at this article and see if maybe you can find the answer there :

Restore previous session - Configure when Firefox shows your most recent tabs and windows

Any luck  ?

In case you use "Clear history when Firefox closes".

• do not clear the Browsing History

• Options/Preferences -> Privacy & Security
  Firefox will: "Use custom settings for history":
  [X] "Clear history when Firefox closes" -> Settings
• https://support.mozilla.org/en-US/kb/delete-browsing-search-download-history-firefox

• clearing "Site Preferences" clears exceptions for cookies, images, pop-up windows, and software installation and exception for password and other website specific data
• clearing "Cookies" will remove all selected cookies including cookies with an "Allow" exception you may want to keep

Also Private Browsing mode doesn't keep pinned tabs.