Missing auto-complete on header files includes in VS Code with nRF Connect extension

Question

Hello. 
 I'm following the nRF Connect SDK Fundamentals course. I've setup VS Code with the nRF Connect extension, and everything with building, flashing, etc. works fine. 
 However, auto-complete does not seem to work on header files includes. 
 If I write out the complete path, I can even ctrl+click on the header file to open it, so header files are obviously found. 
 It is quite annoying to work without auto-complete when one is not familiar with Zephyr and such. 
 So I'm wondering if something is wrong with my setup? 
 
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