You certainly can use C++ in macOS apps. By default, Xcode will compile files with a .m extension as Objective C, and with a .mm extension as Objective C++. You can also select individual files in your project and tell Xcode to use a different compiler than the default, but I'd advise against this.
However, you'll notice that nearly all current Apple sample code is in Swift. Most of the hints and tips you'll find on the Internet will be for Swift. Any samples in Objective C are often out of date. It isn't impossible to figure out what to do, but it is an additional hurdle.
There is a macOS GUI API, it is called AppKit for macOS. There's another similar one for iOS called UIKit. Again, you'll find the majority of posts on Apple programming are for iOS and UIKit, because there are far more phones out there than desktops.
You can call into AppKit from ObjC or ObjC++ or Swift. If you have cross-platform library code written in C++ you can use that in a Swift or ObjC/C++ app, but you'll need to give it a C interface.
I don't think VS code can generate a macOS app (it can generate an iOS app), but I could be wrong. You can certainly run VS for Mac on your Mac, and use its editor if you're more comfortable with that. You can run Xcode from the command line if you want to fire off a build from VS, but Xcode integrates a debugger and I don't know how that would work in VSCode (for a macOS app).
A lot of the work in producing a shippable app isn't in the code itself, it is in localization, testing, packaging, signing and notarizing. Xcode can help with that.
Swift was introduced in 2014, it is quite mature now. If I were starting something brand new for macOS, I'd certainly write it in Swift.
If you're used to one platform and move to another, you'll find many things are different. The platforms are different, the user expectations are different and the tools and frameworks are different. Embrace that.