Continue [0] is open source and supports local models. I still haven't found time to try it out yet. If you host it in VSCodium [1], you would have pretty much what you asked for.
I'm running Continue on Ollama on VSCodium for a few weeks now and it is great! Much better than my good old TabNine.
Great, even though it appears to work only with VS Code and JetBrains...
If your sibling comment is right, it also runs on VSCodium, which is a distribution of the free and open source parts of VSCode and not to be confused with VSCode itself.