And if you don’t feel like filling out the support template, you should at least describe your setup in your own words, what you’re trying to achieve by running Python code in VS Code, what shell you want to run it in, and most importantly, what all this has to do with Nextcloud.
About VS Code and the shell. Afaik, VS Code just tries to use the default shell configured on the OS it is installed on, so nothing really special there. However, this would be a VS Code question, not a Nextcloud question, so maybe this is of help: https://code.visualstudio.com/docs/terminal/shell-integration