Switch between windows (not applications) in both directions
Another possible option for you is to use Mission Control. 

Mission Control shows all windows as overlays on your screen. You can also set your Mission Control preferences (Apple > System Preferences > Mission Control) to group windows by application.

By default you can access Mission Control by pressing the Mission Control key (usually the F3 key - see image below), or pressing the control + ⬆︎ keyboard shortcut, although this may depend on how you've configured your shortcuts in System Preferences.



If you're using a MacBook and/or trackpad you can also access Mission Control by swiping up with three fingers.

For more information you can refer to Use Mission Control on your Mac.

Note: The feedback I've had from users is that it takes a little while to get used to, but that it's well worth persisting. So I recommend you stick with it for a little while to see if it works for you.