By default browser extesions are not loaded in Incognito Windows of Chrome and Private Windows of Opera. This is absolutely correct from the point of security. But if you trust a definite extension you may allow it to work in an Incognito or Private Mode and use it. And here is how to do it.
For example, I need to use ZenMate extension in Incognito Mode to improve my privacy.
How to allow Chrome extension work in Incognito Mode
Go to “Menu” → “More tools” → “Extensions”:
Set the checkbox “Allow in incognito” for every extension you want to work in Incognito Mode:
Result: you let the extension work in Incognito Window of Chrome:
How to enable a certain extension in Opera’s Private Window
Go to “Menu” → “Extensions” → “Extensions Manager”:
Set the checkbox “Allow in private mode” for the extension you want:
From now on it will be available in Private Window and will have permissions to work as in normal mode:
Note that in Mozilla Firefox you don’t need to enable extensions in Private Windows. They are already available to use.