I also use several open windows at the same time, either in different "Tabs" of my browser, or entire separate windows (separate instances of the browser).
For me, the "open in new tab" is "CTRL-Click".
Also, set this to "Yes" in your ATP Profile:
| Change Your Site Preferences
| "Open external links in a new window?"
(But that might not make internal ATP links always open a new window or new tab.)
And if I leave where-I-wanted-to-be by accident, I'll use my browser's Back arrow to get to the right place.