Where do I find the Start URL to enter into Visual Studio Code to connect

Hello.

Are you trying to connect using IAM Identity Center?
Assuming you have already set up IAM Identity Center, connect to the IAM Identity Center console.
After connecting to the IAM Identity Center console, the "AWS access portal URL" on the right side of the screen will become the "Start URL".
Please open the console in the region where IAM Identity Center is enabled.
https://docs.aws.amazon.com/toolkit-for-vscode/latest/userguide/sso-credentials.html