You have a few choices with tooling support.
For example I have VSCode running on Windows, but I have the shellcheck (Bash) linter installed directly in WSL and it works great because shellcheck has an option to make it work in WSL, so it really comes down to what tools you use.
But, if you want a sure fire way to get full support for everything, you can go down the route of installing VSCode directly inside of WSL instead of Windows.
That is mentioned in one of the blog posts I linked at nickjanetakis.com/blog/using-wsl-a.... Do a search for "Setting Up MobaXterm to Run Graphical Linux Apps".
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