It might not be quite what you want, but Command-(Shift-)-` should cycle through...

ollifi · on Dec 15, 2020

Only works if your keyboard layout includes backtick unfortunately.

cesarb · on Dec 15, 2020

At least on Gnome (which AFAIK copied this from Mac) it's actually mapped to "the key above Tab", even if that key is something other than backtick.

ollifi · on Dec 16, 2020

They improved it on copying, this does not work in MacOS.

jooize · on Dec 15, 2020

You can change the shortcut in System Preferences > Keyboard > Shortcuts > Keyboard > Move focus to next window.

Try also using “Move focus to active or next window”. I have that mapped to Option-Command-` (and implicitly Option-Shift-Command-` for reverse order).