Clicking on a link in text no longer goes to my Chrome Incognito window, opens a new one instead
This was an intentional change introduced in Chrome 68 to bring the macOS behavior in line with that of Chrome on other operating systems. Prior to Chrome 68, links opened externally would open in an Incognito window if one was open, which was the opposite of the behavior on other platforms (e.g., on Windows, external links would always open in a non-Incognito window). This has been discussed at length in this Chromium bug report thread, as well as on the Google Chrome Help Forum.

Essentially, the old behavior was deemed incorrect by the Chromium team and Chrome 68 "corrected" this discrepancy. There appears to be no way to revert this change within Chrome. However, one workaround is to drag an external link into the tab bar of an Incognito widow, which will open the link in that window.