Are you connecting successfully to other servers and only having problems with this one?

In the Security section of InterSystems Portal on this server, does the profile of the 'therock' user show any login failure coinciding with your failed attempt to connect from VS Code?

Your reference to having pulled existing connections leads me to think you installed the InterSystems Server Manager extension. Are you able to expand the Namespaces subfolder of this server in the Server Manager tree?

This can be done using the Serenji extension. Free evaluation keys for Serenji's debugging features are available on request.

The steps are documented here. I demonstrated it on the main stage at Global Summit 2019 during a session hosted by @Jeff Fried but unfortunately the YouTube video of that session has since been set private (see item 10 at https://community.intersystems.com/post/intersystems-global-summit-2019-... for the link).