On my system,

[drivers home]/variants/RASPBERRY_PI_PICO/pinmode_arduino.h

does NOT actually have the

#include "PinNamesTypes.h"

line, whereas the

[drivers home]/cores/arduino/as_mbed_library/pinmode_arduino.h

does include this line. If I put

[drivers home]/variants/RASPBERRY_PI_PICO/

in front of

[drivers home]/cores/arduino/as_mbed_library/

in my include search, then I do not get the missing PinNamesTypes.h error.

To address your final concern, I have gotten my pico to program the ssd1306 with the u8g2 library on the Arduino IDE. I have also gotten Arduino code ported to Vs Code via the platformio extension.