I have some functions that refer to GPIO_TypeDef struct from STM32_HAL library and in Keil I recieve no errors in compilation, but VSCode marks it as "unknown identificator" error. I fixed it with adding
#include "stm32f103xe.h"
to main.hand both Keil and VScode now take it with no problems, but maybe I had to change something in VSCode settings to fix that problem.
I found answer in CubeIDE directives. Add theese to
C_Cpp.default.defines(You can simply do this throughSettings->Extensions->C/C++->Defines)