Window menu (for handling multiple vaults open)

Yes please!

On a related note: a keyboard shortcut to switch between vaults (ie. windows) would be nice. On macOS many apps use ALT+TAB for this.

I understand that keyboard shortcuts are defined per vault, so this may be tricky. Yet having a Window menu with a Next Vault item would allow us to define a shortcut in System Preferences → Keyboard → Shortcuts → App Shortcuts (speaking of macOS again).