I thought I would point out a minor update to another VS Code extension which improves the debugging experience in VS Code.
The latest version (v1.9.1) of vscode-lldb has added support for setting breakpoints on Swift throw. As long as you have a "sourceLanguages": ["swift"] field added to your launch.json configuration it will add an additional breakpoint called Swift: on throw which can be enabled/disabled by the checkbox next to it.
The most recent version of the Swift extension automatically adds this sourceLanguages field to any newly generated launch configurations.