Development tools for Zephyr on STM32Workbench for Zephyr: VS Code extension to set up, build, flash and debug Zephyr applications on STM32.Devicetree manager: browse, edit and visualize Zephyr devicetree, STM32CubeMX-like for Zephyr.
To me, it seems that the startup file (startup_stm32xxxxx.s) is missing from your project. Can you try to copy it from the folder generated by CubeMX (into Drivers\CMSIS\Device\ST\STM32Xxxx\Source\Templates\gcc) into your project.