I had similar problem on Linux (Arch Linux).

Inspired by @shunliang commment above, I tried 1st option for launching vscode with terminal instead of graphical menu entry, and indeed, when launched that way, the PATH environmental variables are loaded correctly. But I found out, that for me, I had to inlcude the TexLive directory in /etc/profile, NOT .bshrc .zshrc or other and it is loaded every time, even when launched from graphical menu entry.

This method I took from Arch Linux forum thread