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I'm having a similar issue getting oneAPI's MKL vars loaded on my vscode-jupyter notebook extension.

I found a work around by simply loading the environment vars before opening vscode:

(base) joe@cool$ source /opt/intel/oneapi/setvars.sh 
 
:: initializing oneAPI environment ...
   bash: BASH_VERSION = 5.2.21(1)-release
   args: Using "$@" for setvars.sh arguments: 
:: compiler -- latest
:: mkl -- latest
:: tbb -- latest
:: umf -- latest
:: oneAPI environment initialized ::
 
(base) joe@cool$ code&

But, I hope there is a better way to do this without closing and re-opening vscode every time I need to load a python library built with oneAPI's MKL calls.

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