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I used VSCode for a few months and tried the CLion free trial after missing some of the features from IntelliJ I use at work. I think CLion edges out just a little, but not by much. Both have some rough patches.
Next time I pick up a Rust project I want to try neovim; I keep ending in tutorial hell for vim and never actually building anything with it. But before that, I think I want to ditch my Windows OS all together and pick some Linux distro, something I've been putting off a very long time.
Try Linux Mint. It's made for people who are coming over from Windows. You'll find it feels very familiar.
This was also the distribution I chose when first moving away from Windows and I can definitely recommend it. The vast majority of things worked out of the box, and people on the Linux Mint forum were very helpful in solving my remaining issues.