First, you probably want to get rid of the "global menu", otherwise focus can change as you move your mouse to the top of the screen. Here's how to get the menu back to each window:
$ sudo apt-get autoremove appmenu-gtk appmenu-gtk3 appmenu-qt $ sudo apt-get autoremove firefox-globalmenu thunderbird-globalmenu
Close and open your applications for their menus to appear in their windows. Thunderbird may be set to hide its menu bar. Right-click in the tab bar in Thunderbird, and select "Menu Bar".
Now you can set window focus to "sloppy". This allows the focus not to be under the mouse in certain circumstances, like when you have switched to the window using Alt-Tab. To do this, you can use gsettings, which will already be installed:
$ gsettings set org.gnome.desktop.wm.preferences focus-mode 'sloppy'
The effect will be immediate.