[SOLVED]: I initially started from a Blueprint project which I added C++ support. To solve the issue, I started a new C++ project, then migrated my old asset, then created a visual studio 2022 project then finally I changed my IDE to VisualStudioCode in editor preferences and everthing is now working.
Please note that in the initial project version (Blueprint to C++), apart from my vscode issue, I was receiving .json related errors in regards with Live Coding. Now that I started my project from a C++ based I can now use Live Coding