CTRL+Shift+Arrow Up/Down


Command names:
Edit.PreviousHighlightedReference
Edit.NextHighlightedReference


In Visual Studio Code, the alternative seems:

Go to Next Symbol Highlight (F7) // editor.action.wordHighlight.next
Go to Previous Symbol Highlight (Shift+F7) / /editor.action.wordHighlight.prev

Select all highlights (CTRL+Shift+L)