If you try and set VS Code’s integrated terminal to the cmder executable, it will open a new terminal window, rather than be integrated, so you need to point it at the bash.exe executable instead.
After installing cmder to to C:\cmder the bash binary is in C:\cmder\vendor\git-for-windows\bin and the setting you need to add to VS Code is this:
This will now give you bash when you open the integrated terminal! On one of my computers the default prompt came out ugly, so I changed it like this:
Open the integrated terminal and type
Then enter insert mode by pressing ‘i’ and pasting in this:
export PS1="\[\e]0;\w\a\]\n\[\e[32m\]\u@\h \[\e[35m\]$MSYSTEM\[\e[0m\] \[\e[33m\]\w\[\e[0m\]\n\$ "
Save the file by pressing Escape, then typing ‘wq’ and pressing Enter.
Exit the terminal by typing ‘exit’ (rather than just hiding it by using the VS Code menu or keyboard shortcut.
Re-open it and tada! a much improved integrated terminal!