Well we learn to code in the programming language that the teacher choses, not in any natural language at all, so neither English nor our native languages.
But all significant programming languages that I know do have reserved control words that are taken from English. Maybe that is the direction of your question?
Then no, mostly we don't use specifically crafted or preprocessed programming languages just to have control words recognizable as words in our native languages. We just learn the English-based control words as features of the programming language, if we don't already recognize them.
As for the variable names and natural language comments embedded in the code, that we create, that varies. I'd say as soon as interlingual collaboration or code sharing is a possibility, people will go for English in my experience. And I suspect that people who have gone for English before tend to stick to English even in their private use.
This is also related to learning materials, documentation of language features and libraries being available to the largest degree in English.
I perceive it as easier to stick to English, rather than to code switch between natural language while I program.