Change default fullscreen new window behavior
I have a similar use case. The workaround that I follow is to swipe back to any of the Desktop, right click on the Dock icon of the app in question and select New Window command. It involves taking a bit of a trouble to switch Space and not being able to use keyboard shortcut but serves the purpose.

The new, standalone window is created on the Desktop and it doesn't automatically go full-screen. The Space switching is required as the Dock doesn't appear in full-screen mode.


Switch to any of the open Desktop.







Right click on Dock icon to select New window command.