Just tried the solution from @GeorgesZ from within a script executed in VSCode, and it only partialy works :
CTRL-C is sent to the desired process. That works fine.
But I can't get my console back in VSCode. I suppose my calling script continues to execute somewhere but I cannot see any output.
Thanks anyway, this subject is not an easy one. I end up using @Jimhark solution : it works fine.