Switch between windows (not applications) in both directions I can't switch between windows smoothly. On Windows I could use Ctrl+Tab to scroll through all open Windows and Ctrl+Shift+Tab to scroll in the other direction.

On the Mac, I use Cmd+Tab to scroll through applications and Cmd+` (key above tab) to scroll through open Windows, but this is not intuitive as my mental model is more interested in my task divided into windows than applications.

Is there anyway - I don't mind learning a new key combo and would like some visual representation of where I am (nice to have). Crucially, I want it to be something really simple like the Windows keys that just roll through a bunch of windows, regardless of application.

EDIT: Paying £14 for Witch in order to get this functionality is frankly ridiculous, is there an OSX way of doing it?
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.