I have a python pex file that I want to use as a python interpreter. I set the .pex in vscode as python interpreter and vscode recognized it correctly as python interpreter, but when I click on run, it doesn't do anything. There is no debug or output print anywhere that I can see. The same pex file works fine from command line.
The vscode python interpreter only supports the recognition of python.exe. The content you mentioned is provided by the pex package which is not a VsCode built-in package, and VsCode itself does not support it at present.
Currently, vscode supports the recognition of conda and venv in virtual environment.
You can read document for more details.