Try moving your Dock to a different screen in System Preferences > Dock > Position on screen. The application switcher will open on the same screen as the Dock.

Try moving your Dock to a different screen in System Preferences > Dock > Position on screen. The Application Switcher will open on the same display as the Dock.

You can also quickly move your Dock (and Application Switcher) to another display by hovering your mouse on the very bottom of the desired display for a moment.

The Dock will then rise up and appear on the desired display. (Note: this only seems to work if the Dock's Position on Screen setting is Bottom)