The following lines must be added to the ssh configuration file (under Linux-like systems under "~/.ssh/config").

Host [hostname]
	HostName lx0.local.cs.hs-rm.de
	ProxyCommand ssh [username]@login1.cs.hs-rm.de -W %h:%p
	User [username]
	
It should then be possible to set up a "Remote Window" session with the host [hostname] in vscode.