Can a site use cookie info from separate Firefox windows, or just between tabs in the same window?

Hi!
I apologize for how crazy my question sounds,, (& for everything that follows), but I'm at a loss as to the correct wording...I hope my explanation will clarify things, at least enough so that someone understands what I'm trying to say! Wish me luck!
I'm using Firefox 37.0.1 on Windows 8.1 & everything is up to date. The most important details for this problem will be my settings & addons for Firefox, so here goes:
I allow all cookies, but it's set to clear them when Firefox closes.
I do NOT save any history or passwords & I also have "Click & Clean" enabled, & I use it frequently, even though I don't save any history or anything else, just to add to my security/privacy, (guess I didn't use it often enough, huh?)
I have the box checked for "Do Not Track", (but I just learned the hard way that even so-called "nice" companies don't honor this request)
I have "Ghostery" as well as "Google Analytics Opt-out" enabled, (even though I don't use Google for my search engine, nor do I go to a Google site unless it's absolutely necessary, (I read about Google's penchant for following users everywhere in order to get their preferences, so I avoid them if at all possible).
In other words, I thought I was protected from tracking-related problems, but I need to know if these precautions are effective when using Firefox & having several tabs open...then opening another tab/window...are cookies & any other info "readable", (I don't know what word should be used here), from tab to tab in the same window, (which just happened to me), & is the cookie info readable from window to window? In other words, do I have to completely close out Firefox, delete cookies, then open a brand new window so that any session cookie info has been deleted to protect my browsing info from being accessed?
I know, I'm STILL not making much sense...here's what happened, (I won't divulge the site that did the 'cookie abuse', though.
I had several tabs open, as I usually do, because I was gathering info for research on a report I was working on. Suddenly, I remembered I had to order my hubby's birthday gift, so I opened another tab, (in the same window), to my favorite site & started searching for the items I wanted. I found what I was looking for & was getting ready to check out when I noticed something very odd...there were several "suggestions" listed for items I "might be interested in, based on my browsing", but the funny thing was, I didn't search for anything related to these suggested items! Instead, they were related to items in the other tabs I had open. Scary, underhanded stuff, if you ask me! I always knew not to have banking/financial sites open while surfing, but the tabs I had open were from sites where I was getting research info for my report, so no red flags went up when I went to the site to place my order.
So I guess the question I need answered is...is cookie info accessible only between tabs in the same browser window OR is it even accessible from window to window? Did I make sense yet? I sure hope so, because this incident has me absolutely flapping around like a fish that's just been pulled out of the water & is just left on the deck! This obvious assault on my privacy has hit me like a punch in the stomach, because I thought this site was one I could trust...especially since I had "Do Not Track", "Google Analytics Opt-out" & "Ghostery" enabled!
I just don't know how to deal with this, but obviously, I need to know the rules so this NEVER happens again. Luckily, there wasn't any finance-related breach, but my sense of trust has taken a BIG blow.
If this made sense to anyone, please advise me on the rules of 'cookie abuse' so I don't EVER let this happen again!
Also, is cookie info able to be shared between browsers, e.g. use Firefox for more personal/sensitive browsing & Opera for research activity?
Any & all advice is desperately needed & gratefully accepted! I sincerely hope this doesn't happen to anyone else because it really takes the wind out of your trust bubble. I've never been as surprised & disappointed at a company as I am about this. So sad.
Oh well, learn something new every day...too bad I learned not to trust. :(
Thanks in advance for your help.
Nuts4Mutts :(
P.S. If you need anything clarified, just ask

Cookies are stored in a cookie jar and thus are shared among all open tabs and windows.
Only all Private Browsing mode tabs/windows use a separate cookie jar that is used for all PB mode tabs.
Note that session restore stores cookies of open tabs in the sessionstore.js file as part of stored session data.
* http://kb.mozillazine.org/browser.sessionstore.privacy_level

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