The Master of Incognito

Incognito's Master was the true albeit unseen antagonist of the original 13 episode anime.

Information
It's not revealed the identity of this individual however, they are revealed to be a member of Hellsing or at least a member of the Round Table. This individual ordered Incognito to have the Valentine Brothers attack the Hellsing Mansion in the Anime. It's also possible that this person ordered Incognito to summon Set though in an attempt to destroy Hellsing and Britain. It's not clear what this person's overall intentions were or why they employed someone like Incognito who claimed to only seek destruction and chaos. Integra states at the end that this person was discovered and dealt with.

Incognito
It's not really stated as to what kind of relationship this individual had with Incognito. But given that Incognito often seemed to do as he pleased (it was never confirmed what actions were ordered and what weren't) it's possible that Incognito, unlike Alucard to his master Integra, was not completely under this person's control.

Paul Wilson
Though the two never met never met in person, Paul was chosen to become a vampire and served Incognito as a right hand of sorts. It's not really known why Paul was chosen or if it was just some random incident.

Jan Valentine and Luke Valentine
In the anime Jan and Luke ran a club that was used for recruiting and turning new vampires. Though they had no direct contact with Incognito's Master they clearly took their orders from him/her.

Trivia

 * It's likely that this person served as a foil to Integra as Paul and Incognito did to Seras and Alucard.
 * This person may be both a stand in or reference to The Major, the head of Millennium.