Assuming you have the latest VSCode and have it configured for Unity development... https://code.visualstudio.com/Docs/runtimes/unity

Does Intellisense work for Unity classes? If yes, and you are just not seeing syntax colors, try a different theme. (Preferences->Color Theme)

Some of them highlight class names and some don't.

Assuming you have the latest VSCode and have it configured for Unity development... https://code.visualstudio.com/docs/other/unity

Does Intellisense work for Unity classes? If yes, and you are just not seeing syntax colors, try a different theme. (Preferences->Color Theme)

Some of them highlight class names and some don't.