I did not do anything other then install the extension and set the connection. Is it just the psu autocomplete that is not working or all autocomplete.
If just psu maybe remove and re-add the extension.
For fun can you try on a different computer with vs code?
The other thing you can do is install the UniversalDashboard module to your PSModulePath. You can do this either by using Install-Module or adding the UniversalDashboard module directly to the env var. Then VSCode will provide suggestions.
VS Code attempts to download and install the module when it’s first loaded but if you remove the module later it won’t try again. That said, it occasionally attempts to update the module.