[FEATURE] VS Code extension: confirmations prompt before conversation removal

Preflight Checklist

• [x] I have searched existing requests and this feature hasn't been requested yet
• [x] This is a single feature request (not multiple features)

Problem Statement

<img width="435" height="231" alt="Image" src="https://github.com/user-attachments/assets/244dab79-ac78-4e95-91d2-d7654b150923" />
It is very easily possible to accidentally remove the whole conversation via VS Code extension when browsing the conversation list. I've tried to edit the name and accidentally clicked the X button, removing my ongoing conversation.

Proposed Solution

Ensure this destructive action prompts for confirmation before the actual deletion of data.

Alternative Solutions

_No response_

Priority

Medium - Would be very helpful

Feature Category

Developer tools/SDK

Use Case Example

_No response_

Additional Context

_No response_