I think my brain was a little tired yesterday. I didn’t do much troubleshooting.
As you suggested I looked in each entry to PSModulePath and placed my resources there. I originally pulled them down form Github (git clone --recursive …), so the folders structure was different than you mentioned with the resource name and version number.
To make it work, I opened the xDSCResouces folder, another DSCResource (such as xCertificate), and copied the folder contents from the subfolder DSCResource from there. In this case, MSFT_xCertReq and MSFT_xPfxImport were in this folder. After copying these to a folder form PSModulePath, intellisense worked.
So even though Get-DSCResource can pick up all the DSCResources recursively from one of the PSModulePath directories, it seems that intellisense needs the deeper folders to be in the PSModulepath folders (specifically the folders with the psm1 & mof file.