I use Unicode identifiers everywhere in my C++ code. It is well supported in Visual Studio. There are some bugs with syntax highlighting for example, but nothing major.

Unfortunately with Visual Studio Code it basically does not work at all. It looks like the problem is caused by the all too common mistake of some code counting in characters interfacing with other code that counts in bytes. Some examples below.

When you bring up the function arguments of a function with a Unicode argument you get a strange "error-type" message.

Note also when the cursor is on a1, the other a1 is also highlighted. But when the cursor is on a2, the Ç character is highlighted.
And note how the color of ABC in struct ABC {}; is different from the color of ḀʙÇ in struct ḀʙÇ {};

Tested on Windows 10, VS Code 1.23.0, C/C++ extension 0.17.3.