I had a lot of struggles getting agent forwarding to work properly in my setup with VS Code. Here are some things I learned.
Read this one first: https://docs.github.com/en/free-pro-team@latest/developers/overview/using-ssh-agent-forwarding Also good read: https://code.visualstudio.com/docs/remote/troubleshooting#_setting-up-the-ssh-agent
Configure it to start on login like so: