Just installed VS Code with the Vim extension and everything seems to be working pretty well for me, including yy and shift-P. I had to set "vim.useCtrlKeys": true to enable some of the keybinds that override VS Code bindings.
The parent is correct though, Y doesn't work. I thought it did, so I opened it up to check, and turns out that I didn't realize this because I tend to do Vy instead of Y.
If you have any other problems, please let me know. :)
(I swung by the slack and mentioned the other issue I had, and have meant to open a bug about it too, I'll get on that.)
I've heard there's a bit of drama in which the top-downloaded Vim extension is poorly implemented and poorly supported by the dev, and that some of the lesser-known Vim extensions are far better.
Let me know what you think if you do try to use it.