What NVDA Add-Ons are you using? I just did a quick review of the Input Gestures dialog, and the NVDA Quick Commands, and neither indicates that CTRL + WinKey + arrow keys is assigned to anything by NVDA (unless I missed it, and that's possible). This leads me to believe that this is likely a conflict caused by some add-on.
There are a finite number of keyboard shortcuts available, and triple-key-press ones are seldom used, even by Windows. I suspect an add-on has snagged this and that's why you need to use pass-through (NVDA + F2) to get it to have its other default function in the application you're using.
It would help to know what application that is, and what the intended function of the WinKey + Alt + Left or Right Arrow key is in that application, too.
Brian - Windows 10, 64-Bit, Version 21H1, Build 19043
The ignorance of one voter in a democracy impairs the security of all.
~ John F. Kennedy