Zephyr Workbench, a VSCode extension to manage Zephyr on STM32.
It enables users to easily create, develop, and debug Zephyr applications.
Main features:
Install host dependencies.
Import toolchain and SDK.
Create, configure, build and manage apps.
Debug STM32.
You can directly download it from the VSCode marketplace
For more details, visit the Zephyr Workbench
Ok so, maybe try a new simple project, or import a cubeF3 project example to try debugging.
Take a F3 nucleo example that is not too different from hardware point of view of your board (running on HSI clock for example).