I think some of your problems with VSCode is lack of finding the tools that are there. VSCode has a console, paren jumping, (re)formatting, etc.. Also you may not have set yourself up properly. For example, using actual folders and sub folders for your projects (AutoLispers tend to host all their projects in one folder which is very bad). I would, if I were you, take a moment to reevaluate how you program in Lisp and use the "VSCode switch" to step up your game a bit and you may like it. For example, VSCode integrates nicely with Git, give that a try (Git or any version control software is really cool!).
I did a basic writeup on VSCode where I provided a batch script you double click when you start a new project. That script created all the directories, JSON files, etc. you'd need. All you have to do is create lisp files. I can find it if you really want to give it a shot.
You certainly don't have to stick with VSCode and you can choose your own editor (however, sadly, there are only about 10,000 text editors to choose from). I use Vim. UltraEdit I hear is a great editor. Notepad++ seems popular. And, I'm surprised more AutoLispers don't use Emacs (you extend that editor with Lisp).
The powerhouse editors are Emacs and Vim; no editor will ever surpass the amount of features those two editors have amassed for themselves with plugins/extensions/etc. (I have heard that emacs has "tens of thousands of commands") but that's not saying much if you don't use multiple operating systems or program in multiple languages so most editors out there will be great. Pick one that has a good feature base and give it a try. Before I choose Vim I really liked "Crimson Editor"; it was old and not fancy but it was FAST!