While I have written about my thoughts about montype fonts some time ago, I was still looking for some nice font to be used within Visual Studio Code as well as Terminal (macOS as well as Windows Terminal). Said that, Microsoft just released a new font (actually they open-sourced it). called Cascadia Font at GitHub.
Once installed you still have to enable it in Visual Studio Code as written by Kayla Cinnamon.
And yes, it works like a charm once enabled.
Besides this, I am using iTerm2 on macOS, and it is also possible to enable this font including font ligatures for your Terminal sessions.
Thanks to Daniel pointing me to this gem, I would have missed it otherwise!