I finally have the solution, it works! I had actually followed a tutorial for Windows which I think over complicated things.
The solution is here: https://community.vcvrack.com/t/debug-in-vscode-with-rack-sdk/2372/29
I just opened my source Rack folder in VS code, made the settings in c_cpp_properties.json and launch.json and it works as simple as that.
For Mac OS I definitely advise compiling and debugging from Rack source and not the SDK.
Thank you all for your help, I hope someone will find this useful in the future.