

To emphasise, This fails for any fullscreened windows, whilst continuing to work for any that are not. Then use left/right keys to navigate to the desired window across spaces and desktops. To overcome this for non-fullscreen window, use Cmd ⌘ Tab as usual and on the icon of the application you want to switch windows in press the down arrow key (with Cmd ⌘ still pressed). Note: This only works if all windows are in the same Space, not if they are spread over multiple Spaces, or if any are fullscreen.
