Download the latest Cascadia Code font, patch it with Nerd Fonts, and finally combine the italics fonts with the regular ones so they are all part of the same family.

patch_cascadia.py

import fontforge
from pathlib import Path
import os
import re
import requests

response = requests.get(
    "https://api.github.com/repos/microsoft/cascadia-code/releases",
    {"Accept": "application/vnd.github.v3+json"}
)
assert(response.status_code == 200)
url = response.json()[0]["assets"][0]['browser_download_url']
os.system(f"curl -fL {url} -o tmp.zip")
os.system(f"unzip tmp.zip")
os.system(f"mkdir in")
os.system(f"mv otf/static/CascadiaCodePL* in/")
os.system(f"rm -r ttf woff2 tmp.zip otf")
os.system("docker pull cdalvaro/nerd-fonts-patcher:latest")
os.system("""docker run --rm \
    --volume $(pwd)/in:/nerd-fonts/in:ro \
    --volume $(pwd)/out:/nerd-fonts/out \
    --user $(id -u):$(id -g) \
    cdalvaro/nerd-fonts-patcher:latest \
    --quiet --no-progressbars \
    --mono --adjust-line-height --complete --careful""")

fonts = [fontforge.open(str(fname)) for fname in Path("out/").glob("*")]

styles = [z.split('-')[-1] for x in fonts for _,y,z in x.sfnt_names if y == 'UniqueID']

name = "CasKa_NF"

for font, style in zip(fonts, styles):
    font.fontname = name+"-"+style
    font.familyname = name
    font.fullname = name+"-"+style+".otf"
    font.copyright = ""

for font in fonts:
    newsfnt = []
    for x, y, z in font.sfnt_names:
        if y == "Family":
            newsfnt.append((x,y,name))
        elif y == "Preferred Family":
            continue
        else:
            newsfnt.append((x,y,z))
    font.sfnt_names = newsfnt

Path(name).mkdir(exist_ok=True)

for font in fonts:
    font.generate(name+"/"+font.fullname)

os.system(f"rm -r in out")