poubellier In Vanadium's settings > privacy and security, there is an option called "open external links in incognito". That's something you can use.
To emulate the effects of an "always incognito mode" beyond that, you can long press on Vanadium in your home screen, and you'll see an incognito window shortcut. Long press that and drag it elsewhere to make a shortcut for it. That way, you'll be launching Vanadium in incognito mode every time you open it. :)
I hope that helps!