e.g. win+j and win+k only switch between windows on the currently focused monitor. I distinctly remember these shortcuts working across monitors a while ago, though sadly I can't pin-point when exactly it stopped working.
I am quite fond of this feature because it feels so much snappier than any version of alt-tab in upstream gnome-shell, so if this was intentional I would greatly appreciate an option to change it back.
This is on gnome-shell 3.30.2 with the slinger version currently pushed to extensions.gnome.org on 2019-11-06.