Honestly, this whole thing is a bit of a pain - my ideal solution would be one where I can set up "domain groups" matching on the URL in the URL bar, each fully isolated from one another (different extensions, settings, caches, histories, forms, cookie stores, etc), and clicking links that go from one profile to another, all referer information is stripped out. Anything not matching one of the domain groups would go to the "default session" (which I would configure to be completely locked down and ephemeral).
Additionally, I'd want a context-menu item "Open link in group <x>", which would open something matching another domain group in the domain group of my choice, so that I could do things like visit gmail in two different groups.