Copilot works with various backend LLMs, including OpenAI, Anthropic, Google, and a few others I think.
We authenticate through a GitHub via SSO, which has a whole RBAC model behind it.
Maybe it would work with something else, but it’s usually more trouble than it’s worth, and depending on the source of the plugin for the other editors, could set off alarms with the security organization, and maybe legal as well. We have a lot of rules around our use of AI.
I only use it for local models and don't have any hosted ones that I'm willing to pay for so YMMV.