This is the big one for me and the one that almost made MacOS unusable because my work includes a lot of Chrome windows and app-switching between Netbeans, Photoshop and different browsers.
But there lies the problem, MacOS does not support switching between multiple windows of one program with cmd+tab (Windows alt+tab equivalent). It just shows big icons of apps and there is no way to open for example third window of Chrome or Finder with just the right folder.

And as a further insult, there is no preview of windows at all, so even if you could have multiple windows shown here, there would not be any way to know what is the correct one.
However, there is Mission Control that shows all the windows minimised, but while it is a great looking, it just is not usable with just keyboard. So when i need to switch between Netbeans and third Chrome window, i just have no option else than grab my mouse and select the window from either Mission Control or right-clicking the dock:

Both ways are horribly slow and unergonomic when done thousand times per day. But i prefer Dock-method, because Mission Control is slow to open even on best of the best Macbook (maybe not if you are not heavy user).
Luckily there is a third party solutions:
https://bahoom.com/hyperswitch (free for now)
https://bahoom.com/hyperdock (costs about 10€)
These two make my life with MacOS much more usable, but as they are third-party apps they are not perfect. Preview images lag behind pretty badly and because they are just cached still images, they cannot include moving video or other live-updates (like Windows does from version 7).
Did you know that there’s a shortcut for switching between the windows of an application? It’s called “move focus to next window”. The default setting is bad, which sucks, but I have set it to alt-tab, for example. So you can use Cmd-Tab to switch between Apps and Alt-Tab to switch between windows. I find this very intuitive.
You can also press ctrl+down arrow and you’ll get something like mission control but only for your current application. There, you can use the arrow keys to select your window of choice.
“because Mission Control is slow to open even on best of the best Macbook (maybe not if you are not heavy user).”
I absolutely don’t have that experience, neither on newer or older Macbooks. And I am absolutely a heavy user. You could however shorten the animation time or turn them off if you mean that by “slow”. Or something is wrong with your mac.
I do agree that it sucks that you can’t select apps with only your keyboard in Mission Control.
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Yes, i know there is other key shortcuts, but there is no way to switch from one app to specific window on other app. The shortcuts that you mention, works only in app. You have to use Cmd+Tab first and then Alt-Tab to select correct window (like you mentioned). So you have to use two shotcuts and that is just inefficient. This could be solved just by making one shortcut to all windows. Why not? Because Mac users do not see that as a problem, because they are used to inefficient way. But luckily HyperSwitch corrects this behavior.
MC is pretty fast when the preview-images are generated once. But if preview images needs to be generated (like when contents or number of windows change) MC just is slow when you have Photoshop, Premiere, 10 Chrome windows, Netbeans and dozens of Finders. And this is with 2018 15″ Macbook pro, with deticated GPU. Retail price is around 3500€ and should be “best of the best” that Apple offers.
And even if it would not be slow, there is just horrible usability issue because lack of keyboard shortcuts. Again MC could be replaced with Cmd+Tab that just works with multiple windows.
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