This is a great list. I can surely do with some of them like bookmarks. I frequently have to search through code again and again to find what I had seen before and made a mental note. Thanks. It would have been nice if you had given links to the extensions (esp bookmarks, there are many of them in the marketplace)

Another suggestion: Thunder Client used to be free, and I used to love it. But now it has become freemium, with the free version seriously crippled. Please consider replacing it with open-source zzAPI (https://marketplace.visualstudio.com/items?itemName=AgroStar.zzapi) which is much lighter, focusing on JSON/REST but more powerful than Thunder Client for that use case.

Disclaimer: I am a contributor to this open-source project.