I have setup WSL in CMDER through settings->Startup->{WSL::bash}
and also made it my default shell, so whenever I open CMDER it starts in WSL.
I integrated CMDER into VSCODE using https://github.com/cmderdev/cmder/wiki/Seamless-VS-Code-Integration and it is working. But the CMDER version opening inside VSCODE is not the default WSL shell.
How can I setup CMDER with WSL as shell, inside VSCODE?