To change the SQL Query execution from CTRL+SHIFT+E to F5.
Click on the command bar in the top middle of VSCode
Type >sql exec
Click on the gear on the right
Right Click on the Keybinding Cell
Click on Change Keybinding
Press F5 on your keyboard and the keybinding will change
Press ENTER
Now you can execute the queries in VSCode by using F5
This does seem to be bound to the Workspace, so it may need to be set for each
workspace.