In Classic, the "Tab Set Id" (tsid) could be included in a link to switch the selected app. (Yes this is URL hacking.)
It looks like in Lightning Experience such switching is not possible:
- Deep Link (Direct Link) to a Salesforce Lightning App
- Deep Link (Direct Link) to Salesforce App (i.e. Services, Sales, Marketing...etc)
Personally, I agree with this quote from the second link:
I am not sure why Salesforce doesn't provide a way to Deep Link to a Lightning App. Seems like a very basic feature, that most PaaS, SaaS platforms provide.
and would be delighted to find that there is in fact a way to do this. Is there?