A few days ago I wrote about my terminal setup. I quickly discovered that this configuration shows up in a ugly way in VSCode: empty squares are displayed instead of the icons and the font spacing is completely messed up.
Luckily enough, the fix is as easy as setting a proper unicode font.
Go to Code > Preferences > Settings and in the tab that opens select Feature > Terminal. Make sure you have integrated in Explorer kind, scroll down to Integrated: Font Family and set it to MesloLGS NF.
This should be enough to give you back a nice prompt.