This is the first time I’ve tried to answer a question.
I’ve been using VSCode on Windows at my workstation for years to edit my TeX files (with a WSL virtual machine to have a Linux LaTeX distribution). Latex Workshop for vscode is great and every thing i need (latexindant, chktex, cspell) are easy to setup. I’d recommend using VSCode workspaces to achieve your goal. Once the workspace is saved (as a .code-workspace file), you can open it from Windows Explorer, and all your windows will be restored.