Our corporate firewall/proxy is keeping VS Code from being able to install extensions because Code doesn\'t trust something in the chain. It doesn\'t reliably give an error,
There is actually a better way:
Since VS Code is built on Chromium the "proxy settings should be picked up automatically" from Google Chrome/Chromium. So if you add your self-signed certificate in Chrome/Chromium by going to:
chrome://settings/privacy
I was able to download VS Code extensions despite being behind a corporate proxy.
Remark: Ubuntu 18.04 and VS Code works only with Chrome and not Chromium.