I've had a different experience. Neovim + coc-tsserver and a syntax highlighting plugin works really well, and VSCode + Vim extension is unbelievably slow on my machine.
Which syntax highlighting plugin(s) are you using? Do you have syntax highlighting for functional components/hooks in .tsx files / can you share a config? Would love to give it a try.
I have spent many hours trying to get that work with no success. I've searched public .vimrc configs on github using typescript plugins and none of them gave me any type of syntax highlighting that compared to VSCode.
I haven't used VSCode enough to consider myself knowledgeable about it's syntax highlighting or auto-indentation, so caveat emptor.
I use CoC.nvim using the coc-tsserver plugin to get Typescript completion/jump to definition etc, ALE to get ESLint warnings, HerringtonDarkholme/yats.vim (A Typescript syntax, Neovim comes bundled with this, but the bundled version might be out of date), and maxmellon/vim-jsx-pretty for JSX syntax highlighting and indentation (vim-jsx-pretty's auto indentation is not 100%, but it works well enough).
I have spent many hours trying to get that work with no success. I've searched public .vimrc configs on github using typescript plugins and none of them gave me any type of syntax highlighting that compared to VSCode.