Dear Alasdair McAndrew,
I am using vscode in iMac, so my setting may not work for you.
1. First, find files for vscode in your TeX folder.
In my case,
/ConTeXt-homefolder/tex/texmf-context/context/data/vacode/extensions/context/*.*
2. In a homefolder, there is a hidden folder “.vacode”.
Copy context/*.* to ./vscode/extensions/context/*.*
3. Open vscode and enable context-extension.
Since it was long time ago, my memory may not be correct.
However, I hope that it may give you an idea.
Best wishes,
Dalyoung
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