Hi,
I have the opposite problem of this user: http://dexpot.de/forum/viewtopic.php?t=4205
In Win7, you could choose to keep all taskbar buttons visible and still have the "Alt-Tab"-function only show programs from the active desktop.
In Win10, this functionality seems to be gone. If I tick the "Keep all taskbar buttons visible" my alt-tab shows all my programs open on all my desktops. If I don't tick the option to keep all taskbar buttons visible, the alt-tab shows only the programs I have open on the active desktop, but I lose the option to see all my other programs in the task bar.

I have tried with many different settings in many different combinations but nothing has worked.