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.
Switching between recently used windows, regardless of app, is bound to control+f4 by default. [Cmd+tab/~ is clearly their preferred method.]
You can switch it to something more ergonomic in 'System Preferences > Keyboard > Shortcuts' – 'Move focus to the active or next window'.