Undefined citations in VS studio code

I have a Bibtex bibliography and in general a project that works without any problem on Overleaf. Now I’m trying to make it run on VS code since there are a lot of offline functionalities there, but I can’t make the references work.
As bibliography style I must use the mnras.bst, but I don’t think this is actually the problem (but I may be wrong). I have been searching for solutions in this forum like here, but following the instructions doesn’t work, and I get additional error messages since I modify the settings.json file of VS code.

I always get the following message:

Citation XXX on page 5 undefined.

Does anybody have a better idea?