Get the shell path of your default terminal by executing echo $SHELL
this should output something like /bin/bash
now check if the VSCode integrated Terminal points to the same shell and if not, set the integrated shell of VSCode to the one of your terminal.
Edit (to provide the full solution):
vsCode runs every new shell as login shell
so if you set the Anaconda Path in .bashrc
it will not be set in the integrated shell.
If this is the case, you can set "terminal.integrated.shellArgs.osx": []
to force vsCode to run a non Login shell and load .bashrc
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