I did what you said, but when I went to edit the desktop file I found that there was already an action listed to open an incognito tab. Not sure why it isn’t showing up when I right click a shortcut.
However, I did discover the command to open an incognito tab when I was looking at the desktop file, something I was not privy to as I am not a heavy terminal user. I might just create a keyboard shortcut to perform this function, unless you have any idea why the option isn’t showing up in the right click menu.
Regardless, thanks for your help in this matter.
Edit: Thought it might be worthwhile adding what I am referring to in the desktop file
[Desktop Action new-private-window]
Name=New Incognito Window
Exec=brave --incognito
MimeType=x-scheme-handler/unknown;x-scheme-handler/about;text/html;text/xml;application/xhtml_xml;image/webp;x-scheme-handler/http;x-scheme-handler/https;x-scheme-handler/ftp;