On my Windows machine, two Julia sidebar icons (the three circles) are displayed: one for Julia: Documentation and the other for Julia: Plot Navigator. On the other hand, on my Macs, only one Julia sidebar icon is displayed, and when I click it, it shows those two contents. How can I merge these two on my Windows machine instead of displaying two Julia sidebar icons? Thanks for your help!
This problem was resolved by now. See Two Julia icons on the activity bar · Issue #2208 · julia-vscode/julia-vscode · GitHub
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After a few days playing with the new debugger experience in VSCode Julia, I am glad to say I didn’t find any other issue - it has solved the biggest headache I had in debugging, which unfortunately had driven away some potential users and steered an important internal project toward Python.
The slow performance for large file operation, especially in XLSX, is the only anomaly I noticed so far.
Bravo to the developers! 
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Is there way how to add all my modules (which I include to the main program) to the compiled mode?
include("all_my_modules.jl")
function1_from_all_my_modules(par)
function2_from_all_my_modules(par)
function3_from_all_my_modules(par)
...Not more easily than adding them one-by-one (which you only need to do once if you save the config as the new default).