Some of the issues I've found:
* Code completion sometimes simply fails to work. For example, inside future handlers (probably because this involves a lot of type inference).
* When errors are detected only the first line of the compiler error message is accessible in the UI, often omitting critical information and making it impossible to diagnose the problem.
* It is often necessary to manually restart RLS, for example when your cargo.toml changes. It can take a very long time to restart if things need to be recompiled and there isn't much in the way of progress indication.
* This is more of a missing feature, but type inference is a huge part of Rust, and it's often difficult to know what type the type inference engine has chosen for parts of your code. There's no way to find out using RLS in VSCode that I've seen, or go to the definition of inferred types, etc.
Other issues I've seen as a newcomer to Rust:
* It's very easy to get multiple versions of the same dependency in your project by accident (when your dependencies have dependencies), and there is no compiler warning when you mix up traits coming from different versions of a crate. You just get impossible-seeming errors.
* Compiler speed is a big problem.
* The derive syntax is super clunky for such an essential part of the language. I think Rust guides should emphasize derive more, as it's unclear at first how essential it really is. Almost all of my types derive multiple traits.
* In general, Rust is hard. It requires a lot more thinking than e.g. Python or even C. As a result, my forward progress is much slower. The problems I have while coding in Rust don't even exist in other languages. I'm sure this will improve over time but I'm not sure it will ever get to the point where I feel as productive as I do in other languages.