I am not able to go to the function definition while working with SFRA in vs code by any means (i.e Ctrl+Click, F12, Right Click --> Go to Definition ), In spite of having a definition it is showing as 'No definition found'.
Can anyone please help me here, I have also noticed that the suggestion coming from vs code is not having the functions or variable I created, I am working on demandware( SFRA ).

This is possible if you install prophet debugger. Once you set it up, add your cartridge path to your dw.json file. This will do the trick.