I would suggest you don't use it all the time.
Turn private browser off in the UI.
Then only use it selectively from the browser, by clicking on the Private Browser button in the ZA security toolbar in your browser.
That will open a windoww and will tell you in the toolbar that this windows is a private browser
You may or may not see the glow. But if the message appear in the toolbar its a private browser window then you know its protected instead of depending on a glow.
Sorry no suggestions how to get the glow to work.
Its just a cosmetic thing.