Ah sorry, you are not using the BTT Window/App Switcher!? i would highly recommend it - since it can not only switch Apps but also windows. Which is closer to the behavior of Windows.
Ok I did and you're right. That's a handy tool.
The only I can't figure out it how to get the "one window back" shortcut to work.
it works when I first open the switcher and then go back, but when I just want to go back a window immeditaly and press alt+shift+tab I only see an empty list.