Using "Remote SSH" in VSCode on a target machine that only allows inbound SSH connections
When you connect to a host it executes a bash script that wgets or curls a tarball and extracts it in a directory in your home directory. Here's an offline workaround.
Attempt to connect, let it fail
On server, get the commit id
$ ls ~/.vscode-server/bin 553cfb2c2205db5f15f3ee8395bbd5cf066d357d
Download tarball replacing $COMMIT_ID with the the commit number from the previous step
For Stable Version
https://update.code.visualstudio.com/commit:$COMMIT_ID/server-linux-x64/stable
For Insider Version
https://update.code.visualstudio.com/commit:$COMMIT_ID/server-linux-x64/insider
Move tarball to ~/.vscode-server/bin/$COMMIT_ID/vscode-server-linux-x64.tar.gz
Extract tarball in this directory
$ cd ~/.vscode-server/bin/$COMMIT_ID $ tar -xvzf vscode-server-linux-x64.tar.gz --strip-components 1
Connect again
You'll still need to install any extensions manually. There's a download button next to all the extensions in the marketplace. Once you have the .vsix file you can install them through the GUI with the Install from VSIX option in the extensions manager.
This is kind of a pain and hopefully they improve this process, but if you have a network-based home directory, you only have to do this once.
A new feature is being added to support offline install
However, you can now solve this issue by a new user setting in the Remote - SSH extension. If you enable the setting remote.SSH.allowLocalServerDownload, the extension will install the VS Code Server on the client first and then copy it over to the server via SCP.
Note: This is currently an experimental feature but will be turned on by default in the next release
https://code.visualstudio.com/blogs/2019/10/03/remote-ssh-tips-and-tricks