So I first followed the readme, for MACOSX & ran the bash file.
Then verified if I have all the fonts in Font Book -> they are there.

Using the following options in VSCODE:

"editor.fontLigatures": true,
"editor.fontFamily": "Monaspace, Arial, serif", // for testing

Also tried with the Monaspace _____

Result

Seeing Arial being used in the editor... Is there something that I'm missing?

Thanks in advance!