Personal recommendation, if you need to stay on windows and don't want GoLand - set it up to use wsl 'remotely' [0]. All the offline ability of a local environment, but with the software compatibility (and ecosystem) of linux. (That being said, GoLand has been great on both Windows and Mac for me - the only thing VSCode does that GoLand doesn't is remote dev, and that's supposedly coming soon™ [1])
Thanks for your feedback. GoLand looks really nice (like everything from JetBrains), but the price is a bit steep for just playing around once in a while. But I'll keep it in mind.
I'll try the WSL Route and see how it goes. (VSCode already made me install that extension.)
0: https://code.visualstudio.com/docs/remote/wsl
1: https://blog.jetbrains.com/go/2019/08/15/2019-3-roadmap/