neovim has one, too! https://github.com/rest-nvim/rest.nvim

(After I have seen the IntelliJ one from a colleague I was searching for one like that in neovim. That's the best one I found. It's not perfect, but it works.

Edit: The tool from OP looks very neat though. I will try it out. Might be a handy thing for a few prepared tests that I run frequently