We describe simulations of the quantum dynamics of a confocal cavity QED system that realizes an intrinsically driven-dissipative spin glass. A close connection between open quantum dynamics and replica symmetry breaking is established, in which individual quantum trajectories are the replicas. We observe that entanglement plays an important role in the emergence of replica symmetry breaking in a fully connected, frustrated spin network of up to 15 spin-1/2 particles. Quantum trajectories of entangled spins reach steady-state spin configurations of lower energy than that of semiclassical trajectories. Cavity emission allows monitoring of the continuous stochastic evolution of spin configurations, while backaction from this projects entangled states into states of broken Ising and replica symmetry. The emergence of spin glass order manifests itself through the simultaneous absence of magnetization and the presence of nontrivial spin overlap density distributions among replicas. Moreover, these overlaps reveal incipient ultrametric order, in line with the Parisi replica symmetry breaking solution for the Sherrington-Kirkpatrick model. A nonthermal Parisi order parameter distribution, however, highlights the driven-dissipative nature of this quantum optical spin glass. This practicable system could serve as a test bed for exploring how quantum effects enrich the physics of spin glasses.