@z_dst, I confirm that only the RTOS state view in the left panel supports ThreadX.

Currently, we have two RTOS views available. This is definitely a quick win, and we have already started a full rework proposal.
The current quick win combines:
A home-made proof of concept (the left panel) relying on STM32CubeIDE’s (Eclipse-based) proven RTOS awareness features (called rtos_proxy), which currently supports only FreeRTOS and ThreadX.
Please ensure proper setup is done in your launch.json.

A community contribution (the bottom panel), which we have rebranded to serve as a placeholder (extension ID, etc.) during ongoing rework. This contribution is available here: https://marketplace.visualstudio.com/items?itemName=mcu-debug.rtos-views and supports chibiOS, embOS, FreeRTOS, µC/OS-II, and Zephyr.
Please note that our home-made rtos_proxy is more powerful because, in many configurations, it requires no application code update. It has built-in knowledge of certain structures, which greatly improves usability. This is our future!
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