I used to edit JavaActions with Eclipse, but it seems that it is possible to do this with VSCode (I haven't tried it personally yet).
Mendix Custom Java Action: A Step-by-Step Guide
Personally, I edit Java Actions using VS Code as I don't usually need all the features of Eclipse.
You can find the actions in your application's JavaSource folder. I edit in VS Code, save, then rerun the app in Studio Pro. This will recompile the Java Actions.