I use zsh as my default shell. So I needed to add the following to my settings.json
file.
"terminal.integrated.defaultProfile.osx": "zsh",
For the fonts terminal profile says that I used MesloLGS NF
as my font. I added the following also to my settings.json
file.
"terminal.integrated.fontFamily": "MesloLGS NF",
As result my VSCode terminal window now matches my default terminal.