Hi Mrspinxter, I am Paulo and I'd like to help.
Unfortunately, there's no settings in Windows to separate a group of windows of the same app. However, you may use this app and enable these options you can see on the image below to achieve that behavior.
https://tweaker.ramensoftware.com/
(Disclaimer: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before downloading and installing it.)