Roblox LSP not connecting to VSC

I followed a tutorial on how to install Rojo and LSP, Rojo is working fine but LSP is not connecting to my VSC.

I’m getting the following error:
[Roblox LSP] Failed to connect: HttpService permission denied on domain [DOMAIN] for plugin [PLUGIN]. - Edit
Make sure the VSCode Extension is running and hosting: [HTTP LINK]

I tried to reinstall both of them and restart it all, nothing seems to work. I feel like I’m missing something small but not sure what.

Is HTTPService enabled? If not, enable it!

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