What does HackerNews think of vscode-restclient?
REST Client Extension for Visual Studio Code
But really Hurl looks really interesting, being editor agnostic is the best solution for your problem, I agree.
I like it because you can just write a text file with the request and any comments you need around them, and... being just text, it's so easy to manipulate.
When I need scripts for special auth I fall back to postman though, haven't digged enough to see if I can make it work with that addon (or any other one).
Also there's Thunder Client [1] which I haven't tried but apparenly has more features.
EDIT: references
[0] https://github.com/Huachao/vscode-restclient [1] https://www.thunderclient.io/
vscode-restclient[1] is a fantastic piece of work. You create a .http file and write what looks like raw HTTP requests (syntax highlighting and autocomplete included). The biggest "feature" for me is that it's incredibly source control friendly. All of our services have documentation in the form of an HTTP "script" right alongside the code.