[meue]

Your experience had been the same as mine. I bought this program a couple years ago and haven't looked back - https://contexts.co/.

However, it seems it may not support the latest MacOS builds. Actually I just checked their Twitter page and saw they said it supports Mojave, so maybe it does.

[keybits]

Happy Contexts user on latest Catalina here. Works like a charm and even raises a Finder window with cmd-tab switching unlike the native switching.

[hongalex]

I use contexts too but my only gripe is that it doesn't recognize PWAs like YouTube Music, whereas native command tab does.

[zumu]

+1 for contexts. It works pretty well and is a lot better than the native switcher.