I was expecting more configurability from my Mac but couldn't find any. Apparently, the CMD+TAB switcher on Mac seems to be shown on screen where the dock bar shows up!
I never use the Dock bar since I started with Alfred (Day-0).
The hack is that you choose the screen appropriately while positioning the dock bar and the app switcher shows up on the respective screen.
Images below show the settings for my desk configuration! Hope this helps!