It seems the problem was adding fonts editor.fontFamily. I had a typo. Lucida Console was not surrounded with quotes.
bad: "editor.fontFamily": "Cambria, 'Cascadia Code', 'Lucida Console, Consolas, 'Courier New', monospace",
good: "editor.fontFamily": "Cambria, 'Cascadia Code', 'Lucida Console', Consolas, 'Courier New', monospace",