Command left/right arrow, for example, switches between terminal windows in different spaces, and to terminal windows within the same space as well. Press the shift key as well to shift between tabs. (At least on my MacBook Pro's Japanese keyboard.) I don't recall have modded this behavior.
It's still not as nice as alt-tab, though. Frequently most of my windows are a mix of terminals and browser windows. I may be using several web apps and several command-line tools. Having to think about whether the application I want to switch to happens to be using the same "shell" application is not helpful.
I just want to be able to use one key to cycle through all windows in all spaces, and which lets me easily flip between the two most recent windows. Windows (and virtually every Linux DE) has had this for decades. It amazes me that macOS only recently got this, and only because of a third-party tool.
