Unbelievable: I found the difference 
I am often working on multiple julia projects in one workspace - it seems that the default vscode julia environment somehow got fixed to one of these julia projects, and all autocompletions thought they would be in that environment, hence the missing dependencies and links.
Now, I switched to my global default julia environment as a workaround, code jumping for Git and BetterFileWatching work again!!!
Ideally it would be great to automatically switch to the parent env of the currently active file. I opened a new respective discourse thread