Successfully saved the credentials with these settings:
changed this line
auth-user-pass
to this
auth-user-pass pass.txt
this line also works
auth-user-pass "C:/Program Files/OpenVPN/config/pass.txt"
Created a new file named "pass.txt" on the same directory with ovpn file, Encoding is
UTF-8, Line endings are
LF.
You can set these properties using the bottol right bar on vscode.
pass.txt has three lines, first contains username, second line contains password, third line is empty.