In VSCode the language is automatically detected. See in the bottom right corner, it might be written as JS, React or mdx. Click it → choose Configure File Association for '.mdx'… → set it to Markdown.
[Image showcasing file format chosen as markdown in the bottom-right corner of VSCode ↗️]
![[Image showcasing file format chosen as markdown in the bottom-right corner of VSCode ↗️]](https://i.sstatic.net/MI5K1upB.png){kind=link}