I would like to do this:
Ctrl+C - to copy the selected text in the terminal to the clipboard.
Ctrl+V - to paste from the clipboard into the terminal.
At the moment I have CTRL+Shift+C, CTRL+Shift+V. I did not find it in the terminal settings. Due to this problem, no text is copied or pasted in VSCode and in the terminal.
Sorry if it’s a stupid question.
These are standard for terminal. Depending on the terminal you could change key bindings just make sure that the keybindings are not in use for something else
Kitty can do this, at work so cannot access my machine - be home in around 1-2 hours, but IIRC - in the settings file copy_or_interrupt will report back when home 
ctrl+c is used to interrupt processes in a terminal and is fairly important. If you do remap the keys, make sure you map something else to that.
kitty:
map Ctrl+C copy_or_interrupt
If a selection exists - copy, else interrupt.
i use copyQ
set up correctly it works awesome