There's no built in support to automatically add the right headers for tagging based on what you're targeting. You'd have to put the header files with the defs you're missing together in a tag file to get completions. So, for the linux install of the arduino tooling here, 'Serial' is in /usr/share/arduino/hardware/arduino/cores/arduino/HardwareSerial.h, and LED_BUILTIN is in /usr/share/arduino/hardware/arduino/variants/mega/pins_arduino.h OR .../standard/pins_arduino.h, depending on your target. (though it doesn't seem to make any practical difference for that particular symbol.)