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Works for me.

  1. Make sure you’ve switched to the correct project + environment using the project environment switcher
  2. Build the project once to ensure all libraries are downloaded.
  3. Issue a rebuild intellise command (Ctrl+Shift+P → Rebuild IntelliSense)
  4. Make sure your code file is a .cpp file, not .ino.

It should look like

If that is not the case, you may have conflicting VSCode extensions installed.