The way I typically handle that is via native terminal-app tabbing. Tab 1: local tmux session, tab 2: remote tmux session. (My normal workflow doesn't go beyond 2 systems, 3 in an edge case.) You don't need much support from the terminal to do it this way; it works in gnome-terminal on Linux and iTerm2 on Mac, and probably also macOS's built-in native terminal. You just need an app-level shortcut to go forward/back between tabs, then tmux's shortcuts for navigation within the system.

(I don't use iTerm2's native tmux integration, so any poor interactions with that when I'm on Mac aren't a concern, and when I'm on Linux gnome-terminal has just as much utility for me.)