So, I've been searching for a solution to this for quite a while. I've had this new Mac for a few months.
I've come across quite a number of apps that claim to offer similar things. There's even an open source one that's simply called AltTab. That one sounded perfect. Unfortunately, my company requires us to have SentinelOne installed for anti-virus, anti-malware, etc. And it's decided that AltTab is in violation citing something called persistence_deception.
That has me hesitant to go installing more apps before I bring the wrath of the IT department down upon myself. This is causing me to want to spend some more time trying to find a native solution.
I think I'm close to what I want with how ⌘Tab switches apps and ⌘~ (or is it ⌘`) switches windows within the same app.
The main problem with this is, the switching ⌘~ does, doesn't include any windows that are in fullscreen mode. It only switches between windows that are in normal? desktop? mode. I'm actually loving the fullscreen mode MacOS provides. Definitely better than maximize in Windows. So I'm using it a ton.
Then there's another problem. It's something I could probably live with, but it's definitely not ideal. ⌘~ only cycles through windows in a loop. I wish it also switched between them the way ⌘Tab does it. It maintains a stacking order. So, switching back and forth between my two most recent windows means I don't have to cycle through all of them.