If you are using LDAP to connect to Oracle Database (via LDAP.ORA) on Windows, this has not been working out of the box in the current versions of Oracle Developer Tools for VS Code.
We have created a web page detailing some additional installation steps that are required. Note that with 19.3.2 (current release) you will need to set a TNS_ADMIN environment variable as well before trying to connect. This is detailed in the document in the Connecting section. This environment variable will not be required in future release.
Please try our these steps and let me know (in a new thread on this forum) if you still cannot connect: