A common example of a tooling problem I've run into with Rust macros is that if I use a string interpolation macro (e.g. in an argument to println!, format!, or dbg!) a lot of VS Code tooling that works outside of macros stops working.
For example, I can't use normal context menu things on an interpolated variable name, like Go To Definition or Refactor. Similarly, if I do a semantic rename of a variable used in interpolation, it doesn't get renamed. Things like this.
Maybe these are solvable problems, but we're talking about widely used macros that have been in the standard library for many years, and even those don't have basic support for normal operations that Just Work in a non-macro context, in one of the most popular Rust editors!