The Atom extension allows you to set the directory used for #include. Sadly, the VSCode extension does not. But that's a quick fix. You just make a symlink (directory junction) between the two directories.
In my case. I use OneDrive to sync between the two computers I use. Documentation on using mklink can be found here on HowToGeek.
mklink /J "c:\Users\xxx\Documents\Tabletop Simulator" "c:\Users\xxx\OneDrive\Documents\Tabletop Simulator"