Is there a way to see git diff from origin/master using Visual Studio Code?

You can use an extension for this.

Two good options:

Gitlens: https://marketplace.visualstudio.com/items?itemName=eamodio.gitlens

With this one, you can use the >GitLens: Open Changes with... action to compare with any branch (local or remote).

You also can use Git History: https://marketplace.visualstudio.com/items?itemName=donjayamanne.githistory

You can see the entire file history and compare with the current version with the >Git: View File History action.