URLCheck could be what you’re looking for.

It acts as the default browser but then pops up a window to ask you where to open the link, does it every time. I thought I would be bothered by that part but it’s so much better. You get to choose to open in Firefox private mode even in the in app browser. Links here on lemmy open through Sync (and Connect if I’m not mistaken) open in app on Firefox private mode.

You can also remove trackers from URLs, choose the default app per domain, love it