I'm using WebCore in the Delphi IDE but now do all my UI design in VS Code. All of my forms have a single component - a TWebHTMLContainer. I then copy the HTML from the body of the file in VS Code into the HTML property of the TWebHTMLContainer. As you can imagine this is a serious pain point - it's just too easy to forget to copy/paste changes from VS code, and is anyway pretty cumbersome.
Ideally the TWebHTMLContainer would have an HTMLFile property, where the content between the body tags in the local VS Code file would be loaded at build time. The build process would therefore include an additional step where the HTML is extracted from the file and injected into the HTML property (over-writing anything that's already there).
Another option would be to remove the distinction between direct and "standard" forms (i.e. each will have an associated HTML file), but then have a form property which dictates whether the form behaves as a direct form or a standard form. For the direct setting the HTML would then be loaded from the file body at build time.