Hi all,
When using JDBC custom URL, new worksheets are not attached to an existing connection.
However, we can execute queries:

If you click on another tab and come back to the previous one, the “no connection attached” message disappeared (see below):

We use JDBC custom URL because all TNS entries are managed via OID servers.
I suppose it's a (display) bug or something similar.
We use VS code version 1.84.2 on Windows 10.
Regards.
Salvatore.