Based on https://docs.zephyrproject.org/latest/develop/getting_started/index.html Zephyr seems to use cmake

So you should be able to use https://cmake.org/cmake/help/latest/variable/CMAKE_EXPORT_COMPILE_COMMANDS.html to generate the compile commands json and configure clangd to use that.

If someone is looking for an alternative, use the clangd extension. It’s much better compared to the Microsoft one. LLDB extension is good for debugging. Also works with gdb.

The only things I am lacking now is the one for remote, python.