... auto-completion functionalities for RouterOS?
VSCode (and rest) all use regex. While it doesn't flag errors, the coloring does look different if "wrong" (like unterminated blocks, unquoted things, variables in strings, etc.), but that about what you get.
@optio in another thread wrote an approach that uses VSCode's task api and SSH to flag errors, but not really "auto-completion". AFAIK no one has built an LSP for RouterOS script which is what get you auto-complete and real syntax checking. See this thread:
viewtopic.php?t=200228&hilit=LSP