Why when i open a new script in visual studio the MonoBehaviour is not in light blue ?

This may help you with intellisense and possibly other Visual Studio integration problems:

Sometimes the fix is as simple as doing Assets → Open C# Project from Unity. Other times it requires more.

Other times it requires you also nuke the userprefs and .vsconfig and other crufty low-value high-hassle files that Visual Studio tends to slowly damage over time, then try the above trick.

Barring all that, move on to other ideas:

Also, try update the VSCode package inside of Unity: Window → Package Manager → Search for Visual Studio Code Editor → Press the Update button

Also, this: No suggestions in Vscode - Unity Engine - Unity Discussions