Currently, in the window switcher, there is no indicator for its shortcut in the pop-up. However, it does exist in the windows menu bar item.
A shortcut indicator on the pop-up item itself would be ideal, as this would also show you which windows have no shortcut and are by connection not open.
However, if it looks weird due to the submenu, the shortcut could go into an item in the submenu, perhaps called Focus Window that does the same functionality as pressing the window's button.
