I don't have an answer for the JetBrains question, but I just wanted to say that go to definition does work for me in VSCode. I am using Saem's plugin, and ctrl left click will take me to definitions in the standard library, and my projects. Third party nimble packages don't seem to work consistently.
I don't think I did anything special to set it up, Nim and related binaries are installed with choosenim.
First of all, Nim has a tool called nimsuggest which provides autocompletion, go to definition, etc for all IDEs if they write code to use it.
The JetBrains plugin does NOT use it and instead tries to do it on its own, but it's still very early in development and autocompletion works pretty badly (e.g. no UFCS autocompletion), and yes, it doesn't work for nimble packages.
Both of the VSCode Nim plugins (the kosz and saem ones) do use nimsuggest, so they can provide all of that functionality.
If you installed your stuff with choosenim it should just work, maybe you're on Linux and nimsuggest isn't in $PATH for VSCode. If you added it to PATH in ~/.bashrc or similar it won't be available for VSCode, you need to add it to a place like /etc/profile, ~/.xprofile or similar so it's system-wide preferably.