@Mike M, Thanks for posting in Q&A.
From your description, I know you failed to deploy vscode via Intune on your devices.
To clarify the issue, please review the IntuneManagementExtension.log and others logs in the following link to see if there's more finding.
Moreover, since the .msi file of vscode was uploaded from somewhere else, we cannot fix the package, but you can contact the publisher to get more help.
As a workaround, you can try the method mentioned in the links below to deploy vscode via Intune.
https://www.anoopcnair.com/visual-studio-code-installation-using-intune/
https://cloudopszone.com/ms-intune-install-visual-studio-code-using-via-windows-apps/
Non-official, just for reference.
Hope above information can help you.
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