But how do you select lines / changes spread all over the file? Doesn‘t work via Shift or Command click.

Actually it might require the gitlens extension. It's very well integrated and I've been using it for so long I don't know where one ends and the other begins. Regardless, if you open the diff view, the right hand side is editable and you can make selections like any other view.

You can either do it multiple times (my preference), or you can use Alt for multiple selections.