Give administrator privileges to existing powershell

Since my suggestion(comment) has worked for the OP, I'm posting this as an answer

Launch the VSCode as an administrator, so that the integrated powershell also gets the admin privileges as you expected.

Instead every time you right-click and "Run as administrator", navigate to the installation folder of the VSCode program, and do as the following demonstration shows.

Note: The files you create this way within VSCode are then also owned by the administrator. This probably isn't an issue in most of the cases. But there are scenarios where this, at least, creates a higher effort for you when handling those files.