So I installed Explorer patcher to get the old taskbar back https://github.com/valinet/ExplorerPatcher
Other than that the only feature of 11 that I have used is the snap zones. And I guess if I want that I can install the power toy it is based on.
I really can't figure out what your issue is after reading this several times. If the last active window was a different app, you hit Cmd+Tab. If the last active window is from the same app, you hit Cmd+`