since this method changing shell is deprecated and the recommended way is to use profiles, here's what to add in vsc settings

"terminal.integrated.profiles.windows": {
    "Fish": {
    "path": "C:\\Cygwin64\\bin\\bash.exe",
    "args": ["-lic","fish"]
    }
},
"terminal.integrated.defaultProfile.windows": "Fish"

edit: that moment when you find a stackoverflow post that helps you with your problem and then you see its your own post from some years ago... thanks for posting this, past-me!