To be honest, I do not know. All I knew about “Incognito mode” is the following artcile.
Chrome profiles and incognito mode for web developers – The Pug Automatic.
I have never used Chromes Incognito mode. I know nothing about the internal.
This question does not make sense to me.
‘Incognito’ means … to me … being anonymous without any specific profile prepared and recorded.
Yes, you are correct. The thing is that the application that I have been testing for a while uses user name and password, so, when I try to log in, I am rejected since, by default chrome does not allow third party cookies… It worked (opening browser in incognito and log in) till last week 
Now I am blocked and trying to find a solution for chrome automatically accepting all cookies while in incognito
Chrome is highly secured software. I do not think we can cheat Chrome. I am negative you can find a way to force Chrome to accept externally prepared cookies.
Rather, I would recommend to you to develop a set of lengthy test-case scripts in Katalon Studio that setup cookies from scratch with zero cookies. It will trace login process with ID/PW, it will call up pages and put info to record in cookies etc. It may take several minutes to run through the setup processing. Once you execute the setup scripts, then you can start functional testings with cookies as you setup.
Thanks for the help, appreciate it.