Hi @Peter19,
Your project's format is different to the one in our example codes, I recommend you stick with the file organization that we use in our example codes instead of modifying it.
That said, it seems that VSCode is looking for a .elf file that it does not find. This is probably because you are converting your .elf to a .bin in the CMakeLIsts.txt.
Please revert these changes to allow VSCode to create and find the .elf file.