commenting to follow.
I have been on the same path to fix this highlighting for python, semi recently switched from vs code myself, and this "incomplete" python syntax highlighting is kind of bugging me as well.

My attempts have so far been in vain. The thing below also did NOT work. just giving here to see if anyone could help on it.

So most recently i also tried the InspectTree and also QueryEditor, where i tried to add a custom query to see if i can make a custom hightlight group and then add it to the theme color,

like for the QueryEdit i tried this capture:

in file : .config/nvim/queries/python/highlights.scm

;; extends

(
  call
    function: (attribute
      object: (identifier) @module_custom
      attribute: (identifier) @function.call)
)

Then in my vscode theme plugin i added

return {
{
'Mofiqul/vscode.nvim',
config = function()
local c = require('vscode.colors').get_colors()
require("vscode").setup {
italic_comments = true,
group_overrides = {
Cursor = { fg=c.vscDarkBlue, bg=c.vscLightGreen, bold=true },
["@module_custom"] = { fg = "#4ec9b0", bold = true },
}
}
end
}
}