Hi Saoiray, I really tried to search, but did not find anything useful, sorry for that!
Thank you very much for your hints, though!
I also searched for shortcuts in the settings, but did not find it since it’s quite hidden and there is a bad German translation used: It’s called “Verknüpfungen”, but this word is not used for key shortcuts (only for files or sometimes links). Better use “Kurzbefehle” (which is what Apple uses) or “Tastaturkürzel”.
By the way I don’t find any position of next or last window there, and settings seems to be configered cmd+, only, as well as Webapp Settings (no idea where the difference is).
Disabling the #brave-commands feature does restore the original shortcuts though, and window switching works as it should - thank you for linking to corresponding posts (if others want to read, look here!