Rated 5 out of 5 stars
"Question: In the newest Firefox 42.0, they've added some anti-tracking features to private windows. I assume that works in private tabs too, but I'm not sure. Does anybody know?"
Tracking protection does not work in private tabs. It's easy enough to check, and I just did: Load a page in a private window. Click the address bar icon. You will see "Tracking Protection" there. Now load a page in a private tab. No "Tracking Protection" entry.
Indication doesn't work (and this should be corrected, of course), but looks like tracking protection is also enabled for private tabs (you can check this through built-in developer tools, Network tab).