My very subjective impressions and opinions about VS Code and IntelliJ mainly for TypeScript development.
Note 1: This is not an objective comparison, just a list of points that I noticed when working with the two tools, and which I liked better or worse in each case.
Note 2: For IntelliJ, I used IntelliJ Ultimate Edition 2020.3
Note 3: I have used VS Code for TypeScript much longer than IntellIJ so also for this reason, this is not a "fair" comparison, because many things will turn out only in the long run, if good or bad
Note 4: many/some of the differences maybe could be adjusted by changing settings and/or keyboard shortcuts. And of course by learning the tools better.