Sorry to resurrect an old thread, but it's the only one I found that's similar to my problem.
I have the opposite problem to the original poster, I want the Control Left Arrow and Control Right arrow to swap between Mac and Window VM. But although Ctrl R does swap from Mac to VM, unfortunately Ctrl L does not swap back. Sometimes it will after the Mac has only just booted up, but if I switch back to VM by keystroke, it never will switch back to Mac by keystroke.
I've tried playing with Mission control settings, but all that results in is the Ctrl R not working.
I have a similar setup at my workplace which works fine, and comparing setups shows nothing different.
Anybody any ideas??