Just checked this (9.1.1): when the focus lies in an open window, then Ctrl+Tab does not work. But when clicking on a window tab or on an entry in the App Explorer, it works – until focus lies on the window again. Very annoying, and will hopefully be fixed soon.
Mendix changed it's underlying framework so indeed some of these shortcut's seem to be missing. For this one they are aware and it is already on their backlog. Same for those windows that can not be resized while you want them to. If you encounter one of these issues file a support request.
Even this auto hide feature is missing in Mendix 9