I started to see for more than a month that problems caused by compilation are not displayed in VsCode (either in the Problems tab or highlighted on the source) nor the error message on Salesforce CLI Output.
I remember that I used to see that and I could find an old PR#717 that mentions this being delivered in 2018.
Have you experienced the same?
E.g. writing an apex class with a non-existing field.
List<Account> abc = [SELECT NonExistingCustomField__c from Account];
It only says that the command returned exit code 1, e.g.
20:58:45.397 sfdx force:source:deploy --sourcepath /myworkspace/force-app/main/default/apexClassWithError.cls --json --loglevel fatal ended with exit code 1